On Weighted Tempered Moving Averages Processes

DOI10.1080/15326340802437850MaRDI QIDQ3548741zbMATH OpenOpenAlexFDO

Authors José Luis Pérez Garmendia

Publication date 17 December 2008

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340802437850

zbMATH Keywords

tempered stable distributionsstable stochastic integralstempered \(\alpha\)-stable random measuretempered stochastic integralsweighted moving averages process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stable stochastic processes (60G52) Stochastic integrals (60H05)

Recommendations

• On the empirical process of tempered moving averages
• scientific article; zbMATH DE number 6401580
• Tempering stable processes
• Stable mixed moving averages
• Tempered fractional multistable motion and tempered multifractional stable motion

Cites work

• On fractional tempered stable motion
• On the spectral representation of symmetric stable processes
• Tempering stable processes

Cited in

(2)

• On the empirical process of tempered moving averages
• High-order spectral collocation method using tempered fractional Sturm-Liouville eigenproblems

This page was built for publication: On Weighted Tempered Moving Averages Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3548741)