On discrete-time stable multiple Markov processes

DOI10.1080/03610926.2015.1026993MaRDI QIDQ2979950zbMATH OpenOpenAlexFDO

Authors M. Taghipour, A. R. Nematollahi

Publication date 27 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1026993

zbMATH Keywords

harmonizable processesMarkov stable processessecond-order linear homogeneous recurrencestable Ornstein Uhlenbeck processessub-Gaussian processestime-changed Levy motion

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

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Cites work

• A representation theorem for symmetric stable processes and stable measures on H
• Canonical representations of Gaussian processes and their applications
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• Innovations and Wold decompositions of stable sequences
• Linear Problems in Linear Problems inpth Order and Stable Processes
• Linear sample spaces and stable processes
• On the multiple Markov property of Lévy-Hida for Gaussian processes
• On the spectral representation of symmetric stable processes
• Properties of certain symmetric stable distributions

Cited in

(6)

• Multiple time scale decomposition of discrete time Markov chains
• On the notion of multiple Markov S\(\alpha\)S processes
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• Multiplicative stochastic processes involving the time derivative of a Markov process
• scientific article; zbMATH DE number 16138 (Why is no real title available?)
• On stable Markov processes

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