A characterization of mixing processes of type G

DOI10.1007/BF02213732MaRDI QIDQ1908202zbMATH OpenFDO

Authors Murad S. Taqqu, Piotr Kokoszka

Publication date 16 December 1996

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

characteristic functionmixingstationary processinfinitely divisible processcodifference

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Foundations of stochastic processes (60G05)

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Cites work

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• A note on ergodic symmetric stable processes
• Asymptotic dependence of moving average type self-similar stable random Fields
• Can one see \(\alpha\)-stable variables and processes?
• Ergodic properties of random measures on stationary sequences of sets
• Ergodic properties of stationary stable processes
• Fractional ARIMA with stable innovations
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
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• New classes of self-similar symmetric stable random fields
• On series representations of infinitely divisible random vectors
• On the isometries of certain function-spaces
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• Spectral representations of infinitely divisible processes

Cited in

(3)

• Simple conditions for mixing of infinitely divisible processes
• Mixing properties of multivariate infinitely divisible random fields
• On a class of mixing processes

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