Stable processes: Moving averages versus Fourier transforms

DOI10.1007/BF01197338zbMath0794.60027OpenAlexW1997873443MaRDI QIDQ1326305

Christian Houdré, Stamatis Cambanis

Publication date: 28 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01197338

zbMATH Keywords

Fourier transformsmoving averages of stable processes

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12)

Related Items

Spectral representation of multivariate regularly varying Lévy and CARMA processes, Linear Fourier and stochastic analysis, Spectral criteria, SLLN's and a.s. convergence of series of stationary variables

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