Harmonizable stable processes

DOI10.1007/BF00535714MaRDI QIDQ3933716zbMATH OpenFDO

Authors Yuzo Hosoya

Publication date 1982

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00535714

zbMATH Keywords

spectral representationlinear prediction theorycomplex-valued stable processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Generalized stochastic processes (60G20)

Cites work

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• A representation theorem for symmetric stable processes and stable measures on H
• Discrete-time stable processes and their certain properties
• Random measures and harmonizable sequences
• Some Structure Theorems for the Symmetric Stable Laws

Cited in

(23)

• Spectral density estimation for symmetric stable \(p\)-adic processes
• Spectral estimates and stable processes
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Limit theorems for stable processes with application to spectral density estimation
• Random Measures and Applications
• Characterizations of harmonizable fields
• Prediction of stable processes: Spectral and moving average representations
• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• From additive to second-order processes
• Harmonizable stable fields: regularity and Wold-type decompositions
• On the spectral representations of complex semistable and other infinitely divisible stochastic processes
• Robust causality test of infinite variance processes
• On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
• Spectral density estimation for stationary stable processes
• Minimax interpolation of harmonizable sequences
• Innovations and Wold decompositions of stable sequences
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• scientific article; zbMATH DE number 7660137 (Why is no real title available?)
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• The spectral representation of stable processes: Harmonizability and regularity
• Spectral representation of multivariate regularly varying Lévy and CARMA processes
• Ergodic properties of stationary stable processes
• Spectral representations of infinitely divisible processes

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