Lamperti's transformation, an isometry between self-similar and stationary processes, is used to solve some problems of linear estimation of continuous-time, self-similar processes. These problems ...

Harry Zandberg Wiggins does not work for, consult, own shares in or receive funding from any company or organization that would benefit from this article, and has disclosed no relevant affiliations ...

THIS most welcome treatise fills a serious gap in English mathematical literature. It provides for the first time a comprehensive account of the general transformation theory which steadily dominates ...