Displaying similar documents to “Spectral densities describing off-white noises”

On measure-preserving transformations and doubly stationary symmetric stable processes

A. Gross, A. Weron (1995)

Studia Mathematica

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In a 1987 paper, Cambanis, Hardin and Weron defined doubly stationary stable processes as those stable processes which have a spectral representation which is itself stationary, and they gave an example of a stationary symmetric stable process which they claimed was not doubly stationary. Here we show that their process actually had a moving average representation, and hence was doubly stationary. We also characterize doubly stationary processes in terms of measure-preserving regular...