A characterization and moving average representation for stable harmonizable processes

DOI10.1155/S1048953396000251zbMath0857.60037MaRDI QIDQ1815750

Ahmad Reza Soltani, Mehdi Nikfar

Publication date: 24 February 1997

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/47599

zbMATH Keywords

stable processesmoving average representationharmonizable processesspectral representationsGrothendieck measure

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Generalized stochastic processes (60G20) Stochastic integrals (60H05) Random measures (60G57) Prediction theory (aspects of stochastic processes) (60G25)

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