Local time for stable moving average processes: Hölder conditions
From MaRDI portal
Publication:1275926
DOI10.1016/S0304-4149(97)00015-XzbMATH Open0914.60051MaRDI QIDQ1275926FDOQ1275926
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Recommendations
Cites Work
- Title not available (Why is that?)
- Occupation densities
- Local nondeterminism and local times for stable processes
- Title not available (Why is that?)
- The spectral representation of stable processes: Harmonizability and regularity
- Prediction of stable processes: Spectral and moving average representations
- On stochastic integral representation of stable processes with sample paths in Banach spaces
- Sample function properties of multi-parameter stable processes
- Gaussian Processes with Stationary Increments: Local Times and Sample Function Properties
- Gaussian Sample Functions: Uniform Dimension and Hölder Conditions Nowhere
- Local Times and Sample Function Properties of Stationary Gaussian Processes
- A local time analysis of intersections of Brownian paths in the plane
- Some Structure Theorems for the Symmetric Stable Laws
- Local nondeterminism for moving average stable processes
Cited In (7)
- Berman's integral for stable noise
- On moduli of continuity for local times of fractional stable processes
- Title not available (Why is that?)
- Properties of local-nondeterminism of Gaussian and stable random fields and their applications
- Properties of Strong Local Nondeterminism and Local Times of Stable Random Fields
- On local fluctuations of stable moving average processes
- Local nondeterminism for moving average stable processes
This page was built for publication: Local time for stable moving average processes: Hölder conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1275926)
