Skip to main content
SpringerLink
Log in
Book cover

Probability in Banach Spaces V pp 128–140Cite as

Reproducing kernel Hilbert space for some non-Gaussian processes

  • Conference paper
  • First Online:

  • 683 Accesses

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 1153))

This is a preview of subscription content, log in via an institution.

Chapter
USD   29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD   44.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD   59.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Learn about institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. R. Fox (1981). "Upper functional laws of the iterated logarithm for non-Gaussian self-similar processes." Technical Report No. 509, School of Operations Research and Industrial Engineering, Cornell University.

    Google Scholar 

  2. K. Itô (1951). "Multiple Wiener integral." J. Math. Soc. Japan 3, 157–169.

    Article  MathSciNet  MATH  Google Scholar 

  3. N.C. Jain and M.B. Marcus (1978). "Continuity of subgaussian processes." In: Advances in Probability and Related Topics 4, 84–197. New York: Dekker.

    Google Scholar 

  4. A. Mandelbaum and M.S. Taqqu (1984) "Invariance principles for symmetric statistics." Ann. Stat. 12, 483–496.

    Article  MathSciNet  MATH  Google Scholar 

  5. T. Mori and H. Oodaira (1984). "The law of the iterated logarithm for self-similar processes represented by multiple Wiener integrals." Preprint.

    Google Scholar 

  6. M.S. Taqqu (1977). "Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence." Z. Wahrscheinlichkeitstheorie und Verw. Geb. 40, 203–238.

    Article  MathSciNet  MATH  Google Scholar 

  7. M.S. Taqqu (1985). "Self-similar processes." To appear in: Encyclopedia of Statistical Sciences, New York: Wiley.

    Google Scholar 

  8. M.S. Taqqu and C. Czado (1985). "A survey of functional laws of the iterated logarithm for self-similar process." To appear in Stochastic Models.

    Google Scholar 

Download references

Author information

Authors and Affiliations

  1. School of Operations Research, Cornell University, 14853, Ithaca, NY

    Murad S. Taqqu & Claudia Czado

Authors
  1. Murad S. Taqqu
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Claudia Czado
    View author publications

    You can also search for this author in PubMed Google Scholar

Editor information

Anatole Beck Richard Dudley Marjorie Hahn James Kuelbs Michael Marcus

Rights and permissions

Reprints and permissions

Copyright information

© 1985 Springer-Verlag

About this paper

Cite this paper

Taqqu, M.S., Czado, C. (1985). Reproducing kernel Hilbert space for some non-Gaussian processes. In: Beck, A., Dudley, R., Hahn, M., Kuelbs, J., Marcus, M. (eds) Probability in Banach Spaces V. Lecture Notes in Mathematics, vol 1153. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074948

Download citation

  • DOI: https://doi.org/10.1007/BFb0074948

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-15704-5

  • Online ISBN: 978-3-540-39645-1

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics

Search

Navigation