A characterization and moving average representation for stable harmonizable processes.
Nikfar, M., Soltani, A.Reza (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “On measure-preserving transformations and doubly stationary symmetric stable processes”
A characterization and moving average representation for stable harmonizable processes.
The Wold-Cramér concordance problem for Banach-space-valued stationary processes
Grażyna Hajduk-Chmielewska (1988)
Studia Mathematica
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Disjointness results for some classes of stable processes
Michael Hernández, Christian Houdré (1993)
Studia Mathematica
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We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.
Remarks on Palm Measures
Donald Geman, Joseph Horowitz (1973)
Annales de l'I.H.P. Probabilités et statistiques
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A remark concerning uniqueness of the Wold decomposition of finite-dimensional stationary processes.
Karel Horák, Vladimír Müller, Pavla Vrbová (1987)
Aplikace matematiky
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The uniqueness of the Wold decomposition of a finite-dimensional stationary process without assumption of full rank stationary process and the Lebesgue decomposition of its spectral measure is easily obtained.
q-variate minimal stationary processes
A. Makagon, A. Weron (1976)
Studia Mathematica
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Perfect filtering and double disjointness
Hillel Furstenberg, Yuval Peres, Benjamin Weiss (1995)
Annales de l'I.H.P. Probabilités et statistiques
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