A linear prediction problem for symmetric \(\alpha\)-stable processes with \(<\alpha <1\)

DOI10.2969/JMSJ/03910033zbMath0621.60049OpenAlexW2051029670MaRDI QIDQ1089994

Yumiko Sato

Publication date: 1987

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03910033

zbMATH Keywords

stable processescanonical representation theoremlinear prediction problem

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stationary stochastic processes (60G10) Prediction theory (aspects of stochastic processes) (60G25)

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