A characterization of mixing processes of type G

DOI10.1007/BF02213732zbMATH Open0853.60034MaRDI QIDQ1908202FDOQ1908202

Murad S. Taqqu, Piotr Kokoszka

Publication date: 16 December 1996

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

Recommendations

• Simple conditions for mixing of infinitely divisible processes
• The equivalence of ergodicity and weak mixing for infinitely divisible processes
• scientific article; zbMATH DE number 806335
• Some mixing conditions for stationary symmetric stable stochastic processes
• Ergodic properties of max-infinitely divisible processes

zbMATH Keywords

characteristic functionmixingstationary processinfinitely divisible processcodifference

Mathematics Subject Classification ID

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

Cites Work

• Ergodic properties of stationary stable processes
• Spectral representations of infinitely divisible processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fractional ARIMA with stable innovations
• Title not available (Why is that?)
• On series representations of infinitely divisible random vectors
• New classes of self-similar symmetric stable random fields
• Title not available (Why is that?)
• A note on ergodic symmetric stable processes
• Ergodic properties of random measures on stationary sequences of sets
• On the isometries of certain function-spaces
• Title not available (Why is that?)
• Infinite variance stable moving averages with long memory
• INFINITE VARIANCE STABLE ARMA PROCESSES
• Can one see \(\alpha\)-stable variables and processes?
• Some mixing conditions for stationary symmetric stable stochastic processes
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Asymptotic dependence of moving average type self-similar stable random Fields

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

This page was built for publication: A characterization of mixing processes of type G

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1908202)