SUBORDINATION OF STATIONARY PROCESSES

DOI10.1111/J.1467-9892.1988.TB00471.XMaRDI QIDQ3822927zbMATH OpenOpenAlexFDO

Authors

Publication date 1988

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1988.tb00471.x

zbMATH Keywords

infinitely divisible processrandomization of the time scalespectrumstationary processsubordinator

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• A Functional Calculus Using Singular Laplace Integrals
• Alias-Free Sampling of Random Noise
• Exponential ergodicity in derived Markov chains
• Homogeneous stochastic processes
• scientific article; zbMATH DE number 3115404 (Why is no real title available?)
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 3755546 (Why is no real title available?)
• scientific article; zbMATH DE number 3538576 (Why is no real title available?)
• scientific article; zbMATH DE number 3319139 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• On a Necessary and Sufficient Condition That an Infinitely Divisible Distribution be Absolutely Continuous
• On Continuous Singular Infinitely Divisible Distribution Function
• On Derived and Nonstationary Markov Chains
• On Moment Generating Functions and Renewal Theory
• On the structure of infinitely divisible distributions
• Poisson sampling and spectral estimation of continuous-time processes

Cited in

(6)

• Orthogonal projection and restricted subordination of Hilbert-Schmidt operator-valued stationary processes
• STATIONARITY OF DELAYED SUBORDINATORS
• Retrieving information from subordination
• scientific article; zbMATH DE number 3864210 (Why is no real title available?)
• On spectral properties of stationary random processes connected by a special random time change
• Stationary infinitely divisible processes

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