Random measures and harmonizable sequences

DOI10.4064/SM-31-1-61-88MaRDI QIDQ5663155zbMATH OpenOpenAlexFDO

Authors K. Urbanik

Publication date 1968

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/217332

Mathematics Subject Classification ID

Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Probabilistic methods for one variable harmonic analysis (42A61)

Cited in

(13)

• Extremes of regularly varying Lévy-driven mixed moving average processes
• Spectral representation of semistable processes, and semistable laws on Banach spaces
• On path properties of certain infinitely divisible processes
• Order of convergence of regression parameter estimates in models with infinite variance
• Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions
• Independently scattered measures
• Harmonizable stable processes
• From additive to second-order processes
• Harmonizable stable fields: regularity and Wold-type decompositions
• On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes
• Two classes of self-similar stable processes with stationary increments
• Stable processes: Moving averages versus Fourier transforms
• Spectral representations of infinitely divisible processes

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