Can continuous-time stationary stable processes have discrete linear representations?

DOI10.1016/S0167-7152(03)00146-9zbMath1171.60344MaRDI QIDQ1423134

Patrice Abry, Vladas Pipiras, Murad S. Taqqu

Publication date: 14 February 2004

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

zbMATH Keywords

StationaritySelf-similarityFlowsStable processesCocyclesMinimal spectral representations

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52) Algebraic ergodic theory, cocycles, orbit equivalence, ergodic equivalence relations (37A20)

Related Items (2)

Non‐stationary autoregressive processes with infinite variance ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes

Cites Work

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• Decomposition of self-similar stable mixed moving averages
• The structure of self-similar stable mixed moving averages
• Elliptic self-similar stochastic processes
• On the structure of stationary stable processes
• The wavelet-based synthesis for fractional Brownian motion proposed by F. Sellan and Y. Meyer: Remarks and fast implementation

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