A characterization of mixing processes of type G

DOI10.1007/BF02213732zbMath0853.60034MaRDI QIDQ1908202

Murad S. Taqqu, Piotr S. Kokoszka

Publication date: 16 December 1996

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

characteristic functionmixingstationary processinfinitely divisible processcodifference

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Foundations of stochastic processes (60G05)

Related Items (2)

Simple conditions for mixing of infinitely divisible processes ⋮ Mixing properties of multivariate infinitely divisible random fields

Cites Work

• On the isometries of certain function-spaces
• On series representations of infinitely divisible random vectors
• Ergodic properties of stationary stable processes
• Spectral representations of infinitely divisible processes
• A note on ergodic symmetric stable processes
• New classes of self-similar symmetric stable random fields
• Some mixing conditions for stationary symmetric stable stochastic processes
• Can one see \(\alpha\)-stable variables and processes?
• Fractional ARIMA with stable innovations
• Infinite variance stable moving averages with long memory
• Ergodic properties of random measures on stationary sequences of sets
• Harmonizable stable processes on groups: spectral, ergodic and interpolation properties
• INFINITE VARIANCE STABLE ARMA PROCESSES
• Asymptotic dependence of moving average type self-similar stable random Fields
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