On local fluctuations of stable moving average processes

DOI10.1016/0304-4149(92)90029-PzbMath0757.60032MaRDI QIDQ1193402

Ahmad Reza Soltani

Publication date: 27 September 1992

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

zbMATH Keywords

local timemoving average processstable processesinfinite \(\gamma\)-variationJarnik function

Mathematics Subject Classification ID

Sample path properties (60G17)

Cites Work

• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Continuity of symmetric stable processes
• Occupation densities
• Prediction of stable processes: Spectral and moving average representations
• A Note on the Continuity of Local Times
• Local Times and Sample Function Properties of Stationary Gaussian Processes
• Harmonic Analysis of Local Times and Sample Functions of Gaussian Processes