A characterization theorem for stable random measures

DOI10.1080/07362990008809669zbMath0996.60012OpenAlexW2161566346MaRDI QIDQ4949466

Ahmad Reza Soltani

Publication date: 22 April 2002

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809669

zbMATH Keywords

stable processspectral domainstable random measure

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Related Items (2)

Characterization of Multidimensional Stable Random Measures by Means of Vector Measures ⋮ Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes

Cites Work

• The spectral representation of stable processes: Harmonizability and regularity
• On the spectral representation of symmetric stable processes
• A characterization and moving average representation for stable harmonizable processes
• Prediction of stable processes: Spectral and moving average representations
• On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
• Unnamed Item

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