Abstract
Convergence in distribution of an integrated shot noise process to α-stable fractional Lévy motion (1 < α < 2) is discussed. We show also that the class of limiting processes contains some non-stable self-similar processes.
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© 1991 Birkhäuser Boston
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Giraitis, L., Surgailis, D. (1991). On shot noise processes attracted to fractional Lévy motion. In: Cambanis, S., Samorodnitsky, G., Taqqu, M.S. (eds) Stable Processes and Related Topics. Progress in Probabilty, vol 25. Birkhäuser Boston. https://doi.org/10.1007/978-1-4684-6778-9_12
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DOI: https://doi.org/10.1007/978-1-4684-6778-9_12
Publisher Name: Birkhäuser Boston
Print ISBN: 978-1-4684-6780-2
Online ISBN: 978-1-4684-6778-9
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