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math.PR2017
Operator-stable and operator-self-similar random fields
Dustin Kremer, Hans-Peter Scheffler
Two classes of multivariate random fields with operator-stable marginals are constructed. The random fields with values in $\mathbb{R}^m…
math.PR2017★ 1 cited
Multivariate stochastic integrals with respect to independently scattered random measures on δ-rings
Dustin Kremer, Hans-Peter Scheffler
In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in and their corresponding stochastic integra…