Classes of mixing stable processes
From MaRDI portal
Recommendations
- On a class of mixing processes
- Stable Processes, Mixing, and Distributional Properties. I
- Stable processes, mixing, and distributional properties. II.
- Mixing Properties of a Class of Bernoulli-Processes
- Mixtures in nonstable Lévy processes
- A class of stationary stochastic processes
- Some mixing conditions for stationary symmetric stable stochastic processes
Cited in
(33)- Choquet random sup-measures with aggregations
- Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
- Spectral representations of sum- and max-stable processes
- Extremal theory for long range dependent infinitely divisible processes
- Decomposability for stable processes
- Stable Processes, Mixing, and Distributional Properties. I
- Functional central limit theorem for heavy tailed stationary infinitely divisible processes generated by conservative flows
- Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: a survey
- Maharam extension and stationary stable processes
- A functional non-central limit theorem for multiple-stable processes with long-range dependence
- Null flows, positive flows and the structure of stationary symmetric stable processes
- Joint sum-and-max limit for a class of long-range dependent processes with heavy tails
- On the structure and representations of max-stable processes
- Maximal moments and uniform modulus of continuity for stable random fields
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains
- Ruin probability with claims modeled by a stationary ergodic stable process.
- Phase transition for extremes of a family of stationary multiple-stable processes
- Extreme value theory, ergodic theory and the boundary between short memory and long memory for stationary stable processes.
- Ruin probability with certain stationary stable claims generated by conservative flows
- Ergodic decompositions of stationary max-stable processes in terms of their spectral functions
- Tail processes for stable-regenerative multiple-stable model
- Ergodic properties of Poissonian ID processes
- Stable random fields indexed by finitely generated free groups
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions
- Stable processes, mixing, and distributional properties. II.
- Stable stationary processes related to cyclic flows.
- Tail probability of the supremum of a random walk with stable steps and a nonlinear negative drift
- Symmetric stable processes on amenable groups
- Long memory and self-similar processes
- On a class of mixing processes
- Point processes associated with stationary stable processes
- Ergodic properties of stationary stable processes
- The zero-type property and mixing of Bernoulli shifts
This page was built for publication: Classes of mixing stable processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1353422)
