A characterization and moving average representation for stable harmonizable processes.
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Nikfar, M., Soltani, A.Reza (1996)
Journal of Applied Mathematics and Stochastic Analysis
Najim, Jamal (2002)
Electronic Journal of Probability [electronic only]
Arguin, Louis-Pierre (2007)
Electronic Communications in Probability [electronic only]
Lagerås, Andreas Nordvall (2007)
Electronic Communications in Probability [electronic only]
Jacob, Pierre, Oliveira, Paulo Eduardo (1995)
Portugaliae Mathematica
Li, Zenghu, Shiga, Tokuzo, Yao, Lihua (1999)
Electronic Communications in Probability [electronic only]
Xiaowen Zhou (2007)
Annales de l'I.H.P. Probabilités et statistiques
Klaus Fleischmann, Anja Sturm (2004)
Annales de l'I.H.P. Probabilités et statistiques
Zhou, Xiaowen (2010)
Electronic Communications in Probability [electronic only]
J. Theodore Cox, Edwin A. Perkins (2004)
Annales de l'I.H.P. Probabilités et statistiques
Paulo Eduardo Oliveira, Charles Suquet (1995)
Commentationes Mathematicae Universitatis Carolinae
Invariance principle in is studied using signed random measures. This approach to the problem uses an explicit isometry between and a reproducing kernel Hilbert space giving a very convenient setting for the study of compactness and convergence of the sequence of Donsker functions. As an application, we prove a version of the invariance principle in the case of -mixing random variables. Our result is not available in the -setting.
Bose, Arup, Sen, Arnab (2008)
Electronic Journal of Probability [electronic only]
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