The spectral representation of stable processes: Harmonizability and regularity
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DOI10.1007/BF01377623zbMATH Open0673.60041OpenAlexW2022865238MaRDI QIDQ1120897FDOQ1120897
Authors: Andrzej Makagon, V. S. Mandrekar
Publication date: 1990
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01377623
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Cited In (26)
- Spectral representation of semistable processes, and semistable laws on Banach spaces
- Spectral domains of vector harmonizable processes
- On uniqueness of the spectral representation of stable processes
- Stable mixed moving averages
- Spectral analysis of stable processes on the positive half-line
- On the regularity of spectral densities of continuous-time completely linearly regular processes
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- On the spectrum of correlation autoregressive sequences
- Criteria for the regularity of the sample functions of weakly harmonizable processes
- Real harmonizable multifractional stable process and its local properties
- Title not available (Why is that?)
- Germ fields for harmonizable symmetric stable processes with rational spectral densities
- Density in L2(Γ,μ) of Certain Families of Functions on LCA Groups Related to the Multi-Channel Sampling Problem
- On spectral representation of multivariate stable processes
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- On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
- Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
- Spectral density estimation for symmetric stable p-adic processes
- Hilbert spaces formed by strongly harmonizable stable processes
- Local time for stable moving average processes: Hölder conditions
- Stable processes: Moving averages versus Fourier transforms
- Spectral representation of multivariate regularly varying Lévy and CARMA processes
- A characterization theorem for stable random measures
- Harmonizable stable fields: Regularity and Wold-type decompositions
- Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
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