A characterization and moving average representation for stable harmonizable processes
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Publication:1815750
DOI10.1155/S1048953396000251zbMath0857.60037MaRDI QIDQ1815750
Ahmad Reza Soltani, Mehdi Nikfar
Publication date: 24 February 1997
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/47599
stable processesmoving average representationharmonizable processesspectral representationsGrothendieck measure
Vector-valued set functions, measures and integrals (28B05) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Random measures (60G57) Prediction theory (aspects of stochastic processes) (60G25)
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