On dispersion of stable random vectors and its application in the prediction of multivariate stable processes

DOI10.2307/3215148zbMath0815.60037OpenAlexW4244538459MaRDI QIDQ4322022

R. Moeanaddin, Ahmad Reza Soltani

Publication date: 30 June 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215148

zbMATH Keywords

best linear predictordispersion of stable random vectorS\(\alpha\)S process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (3)

Characterization of Multidimensional Stable Random Measures by Means of Vector Measures ⋮ Exchangeable stable random vectors and their simulations ⋮ A characterization theorem for stable random measures

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