scientific article; zbMATH DE number 3820830

MaRDI QIDQ3667703zbMATH OpenFDO

Authors Stamatis Cambanis

Publication date 1983

zbMATH Keywords

covariationregressionstable processesstable variablesstochastic integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Foundations of stochastic processes (60G05) Stationary stochastic processes (60G10) Stochastic integrals (60H05) Exact distribution theory in statistics (62E15)

Cited in

(14)

• Germ fields for harmonizable symmetric stable processes with rational spectral densities
• Ergodic properties of stationary stable processes
• On the spectral representations of complex semistable and other infinitely divisible stochastic processes
• Spectral representations of infinitely divisible processes
• Conditional moments and linear regression for stable random variables
• Linear Fourier and stochastic analysis
• Stable processes: Moving averages versus Fourier transforms
• Limit theorems for stable processes with application to spectral density estimation
• Minimax interpolation of harmonizable sequences
• Prediction of stable processes: Spectral and moving average representations
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• Estimation of Additive Error in Mixed Spectra for Stable Processes
• Spectral density estimation for symmetric stable \(p\)-adic processes
• Spectral density estimation for stationary stable processes

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