Prediction of stable processes: Spectral and moving average representations
From MaRDI portal
Publication:3308785
DOI10.1007/BF00531892zbMath0528.60035MaRDI QIDQ3308785
Stamatis Cambanis, Ahmad Reza Soltani
Publication date: 1984
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Prediction theory (aspects of stochastic processes) (60G25)
Related Items (36)
Stable processes: Moving averages versus Fourier transforms ⋮ On some extremal problems in \(H^p\) and the prediction of \(L^p\)-harmonizable stochastic processes ⋮ On stochastic integral representation of stable processes with sample paths in Banach spaces ⋮ Ergodic properties of stationary stable processes ⋮ Limit theorems for stable processes with application to spectral density estimation ⋮ On the spectral representations of complex semistable and other infinitely divisible stochastic processes ⋮ Mixed‐Norm Spaces and Prediction of SαS Moving Averages ⋮ Wold decomposition, prediction and parameterization of stationary processes with infinite variance ⋮ Innovations and Wold decompositions of stable sequences ⋮ Stability of trigonometric approximation in \(L^p\) and applications to prediction theory ⋮ Spectral representations of infinitely divisible processes ⋮ Spectral representation of multivariate regularly varying Lévy and CARMA processes ⋮ The spectral representation of stable processes: Harmonizability and regularity ⋮ On the prediction of \(p\)-stationary processes ⋮ Harmonizable stable fields: Regularity and Wold-type decompositions ⋮ Unnamed Item ⋮ Duals of random vectors and processes with applications to prediction problems with missing values ⋮ On local fluctuations of stable moving average processes ⋮ Harmonizable stable processes on groups: spectral, ergodic and interpolation properties ⋮ Spectral estimates and stable processes ⋮ On causal extrapolation of sequences with applications to forecasting ⋮ On stable Markov processes ⋮ Strongly harmonizable ARMA S\(\alpha\)S models ⋮ A characterization theorem for stable random measures ⋮ Spectral density estimation for symmetric stable p-adic processes ⋮ Germ fields for harmonizable symmetric stable processes with rational spectral densities ⋮ Minimax interpolation of harmonizable sequences ⋮ Log-fractional stable processes ⋮ Two classes of self-similar stable processes with stationary increments ⋮ Local time for stable moving average processes: Hölder conditions ⋮ Best linear prediction for \(\alpha \)-stable random processes ⋮ A prediction problem in $L^2 (w)$ ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes ⋮ Spectral density estimation for stationary stable processes ⋮ On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems ⋮ Prediction of stationary Gaussian random fields with incomplete quarterplane past
Cites Work
- The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
- Spectral density estimation for stationary stable processes
- On the spectral representation of symmetric stable processes
- Über die Struktur stationärer zufälliger Funktionen
- Linear Problems in Linear Problems inpth Order and Stable Processes
- Harmonizable stable processes
- Some Structure Theorems for the Symmetric Stable Laws
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Prediction of stable processes: Spectral and moving average representations
