On Minimality and Interpolation of Harmonizable Stable Processes

DOI10.1137/0144072MaRDI QIDQ3339863zbMATH OpenOpenAlexFDO

Authors M. Pourahmadi

Publication date 1984

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0144072

zbMATH Keywords

harmonizable symmetric \(\alpha\) -stable processesinterpolation theory

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Prediction theory (aspects of stochastic processes) (60G25)

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Cited in

(10)

• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Wold decomposition, prediction and parameterization of stationary processes with infinite variance
• On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems
• Nonminimal sets, their projections and integral representations of stable processes
• Minimax interpolation of harmonizable sequences
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• scientific article; zbMATH DE number 5119862 (Why is no real title available?)
• Robust linear interpolation and extrapolation of stationary time series in \(L^p\)
• On the notion of minimality of a \(q\)-variate stationary sequence
• Density of systems of trigonometric polynomials in \(L^p\), \(0<p<1\)

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