On local fluctuations of stable moving average processes

DOI10.1016/0304-4149(92)90029-PMaRDI QIDQ1193402zbMATH OpenFDO

Authors A. R. Soltani

Publication date 27 September 1992

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

local timemoving average processstable processesinfinite \(\gamma\)-variationJarnik function

Mathematics Subject Classification ID

Sample path properties (60G17)

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Cites work

• A Note on the Continuity of Local Times
• Continuity of symmetric stable processes
• Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Occupation densities
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Prediction of stable processes: Spectral and moving average representations

Cited in

(2)

• Localizable moving average symmetric stable and multistable processes
• Local nondeterminism for moving average stable processes

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