Can continuous-time stationary stable processes have discrete linear representations?
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Publication:1423134
DOI10.1016/S0167-7152(03)00146-9zbMath1171.60344MaRDI QIDQ1423134
Murad S. Taqqu, Vladas Pipiras, Patrice Abry
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
60G10: Stationary stochastic processes
37A50: Dynamical systems and their relations with probability theory and stochastic processes
60G18: Self-similar stochastic processes
60G52: Stable stochastic processes
37A20: Algebraic ergodic theory, cocycles, orbit equivalence, ergodic equivalence relations
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Non‐stationary autoregressive processes with infinite variance, Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
Cites Work
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