On discrete-time stable multiple Markov processes

DOI10.1080/03610926.2015.1026993zbMath1360.60147OpenAlexW2551590868MaRDI QIDQ2979950

M. Taghipour, A. R. Nematollahi

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1026993

zbMATH Keywords

harmonizable processessub-Gaussian processesMarkov stable processessecond-order linear homogeneous recurrencestable Ornstein Uhlenbeck processestime-changed Levy motion

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Continuous-time Markov processes on general state spaces (60J25)

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
• Canonical representations of Gaussian processes and their applications
• Linear Problems in Linear Problems inpth Order and Stable Processes
• On the multiple Markov property of Lévy-Hida for Gaussian processes
• A representation theorem for symmetric stable processes and stable measures on H

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