The structure of self-similar stable mixed moving averages

DOI10.1214/aop/1023481011zbMath1016.60057OpenAlexW2108545098MaRDI QIDQ1872279

Murad S. Taqqu, Vladas Pipiras

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1023481011

zbMATH Keywords

cocyclessemi-additive functionsdissipative and conservative flowsstable self-similar processes with stationary increments

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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Cites Work

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• \((1/\alpha)\)-self similar \(\alpha\)-stable processes with stationary increments
• Integral-geometric construction of self-similar stable processes
• Construction of stationary self-similar generalized fields by random wavelet expansion

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