Harmonizable stable processes

DOI10.1007/BF00535714zbMath0476.60040MaRDI QIDQ3933716

Yuzo Hosoya

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

spectral representationlinear prediction theorycomplex-valued stable processes

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Generalized stochastic processes (60G20)

Related Items (23)

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 ⋮ Wold decomposition, prediction and parameterization of stationary processes with infinite variance ⋮ Innovations and Wold decompositions of stable sequences ⋮ Random Measures and Applications ⋮ 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 ⋮ Harmonizable stable fields: Regularity and Wold-type decompositions ⋮ Robust Linear Interpolation and Extrapolation of Stationary Time Series in L^p ⋮ Unnamed Item ⋮ Prediction of stable processes: Spectral and moving average representations ⋮ Harmonizable stable processes on groups: spectral, ergodic and interpolation properties ⋮ Spectral estimates and stable processes ⋮ Characterizations of harmonizable fields ⋮ Spectral density estimation for symmetric stable p-adic processes ⋮ Minimax interpolation of harmonizable sequences ⋮ Robust causality test of infinite variance processes ⋮ Spectral density estimation for stationary stable processes ⋮ From additive to second-order processes

Cites Work

• Discrete-time stable processes and their certain properties
• Some Structure Theorems for the Symmetric Stable Laws
• Random measures and harmonizable sequences
• A representation theorem for symmetric stable processes and stable measures on H
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