On Weighted Tempered Moving Averages Processes

DOI10.1080/15326340802437850zbMath1152.60326OpenAlexW1976787116MaRDI QIDQ3548741

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) Stochastic integrals (60H05) Stable stochastic processes (60G52)

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Cites Work

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