Can continuous-time stationary stable processes have discrete linear representations?

DOI10.1016/S0167-7152(03)00146-9zbMath1171.60344MaRDI QIDQ1423134

Murad S. Taqqu, Vladas Pipiras, Patrice Abry

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Stationarity; Self-similarity; Flows; Stable processes; Cocycles; Minimal spectral representations

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

37A50: Dynamical systems and their relations with probability theory and stochastic processes

60G18: Self-similar stochastic processes

60G52: Stable stochastic processes

37A20: Algebraic ergodic theory, cocycles, orbit equivalence, ergodic equivalence relations

Related Items

Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes

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