Characterization of linear and harmonizable fractional stable motions

DOI10.1016/0304-4149(92)90028-OzbMath0757.60033OpenAlexW2018960873MaRDI QIDQ1193401

Makoto Maejima, Stamatis Cambanis, Gennady Samorodnitsky

Publication date: 27 September 1992

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(92)90028-o

zbMATH Keywords

moving averagesstationary incrementsself-similar stable processesharmonizable fractional stable motions

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18)

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The structure of self-similar stable mixed moving averages ⋮ FARIMA with stable innovations model of Great Salt Lake elevation time series ⋮ Decomposability for stable processes

Cites Work

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