Left and right linear innovations for a multivariate \(\text{S} \alpha \text{S}\) random variable

DOI10.1016/0167-7152(94)00065-GzbMath0833.60041OpenAlexW2052872404MaRDI QIDQ1347176

Marek Rutkowski

Publication date: 14 March 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00065-g

zbMATH Keywords

linear regressionmetric projectionconditional expectations and metric projectionsmultivariate symmetric \(\alpha\)-stable random variables

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inference from stochastic processes and prediction (62M20) General second-order stochastic processes (60G12)

Cites Work

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• Innovations and Wold decompositions of stable sequences
• On the spectral representation of symmetric stable processes
• Properties of certain symmetric stable distributions
• Linear sample spaces and stable processes
• Linear Problems in Linear Problems inpth Order and Stable Processes
• Some Structure Theorems for the Symmetric Stable Laws
• A representation theorem for symmetric stable processes and stable measures on H

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