On local fluctuations of stable moving average processes (Q1193402)
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scientific article; zbMATH DE number 64568
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On local fluctuations of stable moving average processes |
scientific article; zbMATH DE number 64568 |
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On local fluctuations of stable moving average processes (English)
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27 September 1992
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For a symmetric \(\alpha\)-stable \((1<\alpha<2)\) moving average process \(X(t)\) the local time analysis is applied to obtain the conditions on the kernel of the stochastic integral when almost every sample path of it is a Jarnik function with infinite \(\gamma\)-variation.
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stable processes
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moving average process
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local time
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Jarnik function
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infinite \(\gamma\)-variation
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