42 citations · 148 across the 13 of their papers we have counts for
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math.PR2005★ 42 cited
On Layered Stable Processes
C. Houdré, R. Kawai
Layered stable (multivariate) distributions and processes are defined and studied. A layered stable process combines stable trends of two different indices, one of them possibly Ga…
math.PR2005★ 36 cited
On Fractional Tempered Stable Motion
C. Houdré, R. Kawai
Fractional tempered stable motion (fTSm)} is defined and studied. FTSm has the same covariance structure as fractional Brownian motion, while having tails heavier than Gaussian but…