Localizable Moving Average Symmetric Stable and Multistable Processes

DOI10.1080/15326340903291321zbMath1221.60049arXiv0807.0764OpenAlexW2032979900MaRDI QIDQ3653125

Jacques Lévy-Véhel, Ronan Le Guével, Kenneth J. Falconer

Publication date: 18 December 2009

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.0764

zbMATH Keywords

moving averagemultistable processeslocalizable processes

Mathematics Subject Classification ID

Sample path properties (60G17) Random measures (60G57) Stable stochastic processes (60G52)

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• SIMULATION METHODS FOR LINEAR FRACTIONAL STABLE MOTION AND FARIMA USING THE FAST FOURIER TRANSFORM

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