scientific article; zbMATH DE number 4040966

MaRDI QIDQ3779522zbMATH OpenFDO

Authors Yumiko Sato

Publication date 1988

zbMATH Keywords

canonical representationOrnstein-Uhlenbeck type processescompletely nondeterministic linear processsymmetric \(\alpha \)-stable

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Markov processes (60J99) Stationary stochastic processes (60G10)

Recommendations

• A linear prediction problem for symmetric \(\alpha\)-stable processes with \(<\alpha <1\)
• Can continuous-time stationary stable processes have discrete linear representations?
• scientific article; zbMATH DE number 474428
• On spectral representation of multivariate stable processes
• scientific article; zbMATH DE number 3899879

Cited in

(5)

• Some remarks on spectral representation for symmetric stable processes
• Can continuous-time stationary stable processes have discrete linear representations?
• SS M(t)-processes and their canonical representations
• scientific article; zbMATH DE number 474428 (Why is no real title available?)
• A linear prediction problem for symmetric \(\alpha\)-stable processes with \(<\alpha <1\)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3779522)