Pages that link to "Item:Q1088284"
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The following pages link to Ergodic properties of stationary stable processes (Q1088284):
Displaying 34 items.
- Estimation of the linear fractional stable motion (Q98645) (← links)
- On stable Markov processes (Q583723) (← links)
- Spectral representations of sum- and max-stable processes (Q626303) (← links)
- Ergodic properties of anomalous diffusion processes (Q719708) (← links)
- Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
- Decomposability for stable processes (Q765892) (← links)
- On the ergodicity and mixing of max-stable processes (Q947157) (← links)
- On the spectral representations of complex semistable and other infinitely divisible stochastic processes (Q1093247) (← links)
- Spectral representations of infinitely divisible processes (Q1112451) (← links)
- The spectral representation of stable processes: Harmonizability and regularity (Q1120897) (← links)
- Multiple regression on stable vectors (Q1192001) (← links)
- Ergodic properties of stationary Poisson sequences (Q1196856) (← links)
- A note on ergodic symmetric stable processes (Q1201900) (← links)
- Stable mixed moving averages (Q1326263) (← links)
- Some mixing conditions for stationary symmetric stable stochastic processes (Q1336975) (← links)
- The modified Yule-Walker method for \(\alpha\)-stable time series models (Q1620393) (← links)
- Ergodic properties of Lévy flights coexisting with subdiffusion and related models (Q1682116) (← links)
- Codifference as a practical tool to measure interdependence (Q1783336) (← links)
- Limit theorems for stable processes with application to spectral density estimation (Q1890713) (← links)
- A characterization of mixing processes of type G (Q1908202) (← links)
- Ergodic properties of sum- and max-stable stationary random fields via null and positive group actions (Q1942115) (← links)
- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes (Q2008644) (← links)
- A minimal contrast estimator for the linear fractional stable motion (Q2194054) (← links)
- Ergodic properties of max-infinitely divisible processes (Q2267516) (← links)
- On limit theory for functionals of stationary increments Lévy driven moving averages (Q2274198) (← links)
- Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters (Q2355678) (← links)
- Ergodic properties of random measures on stationary sequences of sets (Q2368167) (← links)
- Null flows, positive flows and the structure of stationary symmetric stable processes (Q2571695) (← links)
- Asymptotic properties of Brownian motion delayed by inverse subordinators (Q2944801) (← links)
- (Q3350394) (← links)
- Mixed‐Norm Spaces and Prediction of S<i>α</i>S Moving Averages (Q3452745) (← links)
- Spectral density estimation for symmetric stable p-adic processes (Q5148613) (← links)
- Asymptotic self‐similarity and wavelet estimation for long‐range dependent fractional autoregressive integrated moving average time series with stable innovations (Q5467602) (← links)
- Symmetric stable processes on amenable groups (Q6135685) (← links)