Stable mixed moving averages
The class of (non-Gaussian) stable moving average processes is extended by introducing an appropriate joint randomization of the filter function and of the stable noise, leading to stable mixed moving averages. Their distribution determines a certain combination of the filter function and the mixing measure, leading to a generalization of a theorem of \textit{M. Kanter} [Trans. Am. Math. Soc. 179, 35-47 (1973; Zbl 0271.43007)] for usual moving averages. Stable mixed moving averages contain sums of independent stable moving averages, are ergodic and are not harmonizable. Also a class of stable mixed moving averages is constructed with the reflection positivity property.
scientific article; zbMATH DE number 569002