On spectral representation of multivariate stable processes

zbMATH Open0827.60023MaRDI QIDQ3364243FDOQ3364243

Authors: A. R. Soltani 

Publication date: 1994

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zbMATH Keywords

spectral measurespectral representationprocess with independent incrementsbimeasuremultivariate stable processsymmetric measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General second-order stochastic processes (60G12)

Cited In (16)

• On uniqueness of the spectral representation of stable processes
• Spectral tail processes and max-stable approximations of multivariate regularly varying time series
• On determinism of set-indexed S\(\alpha \)S-processes
• Title not available (Why is that?)
• Spectra of bivariate \(\mathrm{VAR}(p)\) models
• Title not available (Why is that?)
• Germ fields for harmonizable symmetric stable processes with rational spectral densities
• Title not available (Why is that?)
• On the spectral representations of complex semistable and other infinitely divisible stochastic processes
• Spectral representation and extrapolation of stationary random processes on linear spaces
• A spectral representation of a class of nonstationary processes
• Title not available (Why is that?)
• Multiparameter processes with stationary increments: spectral representation and integration
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• Group self-similar stable processes in \(\mathbb R^d\)
• On the spectral representation for symmetric stable random variables

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