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math.PR2017★ 2 cited
Invariance Principles for Tempered Fractionally Integrated Processes
Farzad Sabzikar, Donatas Surgailis
We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in -stable i.i.d. innovations and related tempered linear proc…
math.PR2017
Tempered fractional Brownian and stable motions of second kind
Farzad Sabzikar, Donatas Surgailis
Meerschaert and Sabzikar [12], [13] introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representat…