On Minimality and Interpolation of Harmonizable Stable Processes

DOI10.1137/0144072zbMath0548.60042OpenAlexW2059465700MaRDI QIDQ3339863

Mohsen Pourahmadi

Publication date: 1984

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0144072

zbMATH Keywords

interpolation theoryharmonizable symmetric \(\alpha\) -stable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Prediction theory (aspects of stochastic processes) (60G25)

Related Items

On stochastic integral representation of stable processes with sample paths in Banach spaces ⋮ Wold decomposition, prediction and parameterization of stationary processes with infinite variance ⋮ Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p ⋮ Density of systems of trigonometric polynomials in \(L^p\), \(0<p<1\) ⋮ On the notion of minimality of a \(q\)-variate stationary sequence ⋮ Minimax interpolation of harmonizable sequences ⋮ On basicity of exponentials in \(L^ p(d\mu)\) and general prediction problems