On spectral representation of multivariate stable processes

MaRDI QIDQ3364243zbMATH OpenFDO

Authors A. R. Soltani

Publication date 1994

zbMATH Keywords

bimeasuremultivariate stable processprocess with independent incrementsspectral measurespectral representationsymmetric measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General second-order stochastic processes (60G12)

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(20)

• Germ fields for harmonizable symmetric stable processes with rational spectral densities
• On the spectral representations of complex semistable and other infinitely divisible stochastic processes
• On regularity of certain stable processes
• On uniqueness of the spectral representation of stable processes
• Group self-similar stable processes in \(\mathbb R^d\)
• A characterization and moving average representation for stable harmonizable processes
• Spectral tail processes and max-stable approximations of multivariate regularly varying time series
• A spectral representation of a class of nonstationary processes
• On determinism of set-indexed S\(\alpha \)S-processes
• Spectral representation and extrapolation of stationary random processes on linear spaces
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• scientific article; zbMATH DE number 4040966 (Why is no real title available?)
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• Multiparameter processes with stationary increments: spectral representation and integration
• scientific article; zbMATH DE number 796432 (Why is no real title available?)
• A characterization theorem for stable random measures
• On the spectral representation for symmetric stable random variables
• Some remarks on spectral representation for symmetric stable processes
• Spectra of bivariate \(\mathrm{VAR}(p)\) models

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