  A stochastically continuous process $\xi(t)$, $t\geq0$, is said to be
time-stable if the sum of $n$ i.i.d. copies of $\xi$ equals in distribution to
the time-scaled stochastic process $\xi(nt)$, $t\geq0$. The paper advances the
understanding of time-stable processes by means of their LePage series
representations.
