The structure of self-similar stable mixed moving averages

Annals of Probability

Volumn 30, Issue 2, 2002, Pages 898-932

  Pipiras, Vladas ^a   Taqqu, Murad S ^a  

^a Boston University   (United States)

Author keywords

Cocycles; Dissipative and conservative flows; Self similar processes with stationary increments; Semi additive functionals; Stable

Indexed keywords

EID: 0036018204     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1023481011     Document Type: Article

References (16)

1. Spectral representation and structure of stable self-similar processes
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3. Construction of stationary self-similar generalized fields by random wavelet expansion
4. Log-fractional stable processes
5. Darstellungssätze für Strömungen und Halbströmungen II
6. The limit of a renewal-reward process with heavy-tailed rewards is not a linear fractional stable motion
7. Decomposition of self-similar stable mixed moving averages
8. On the structure of stationary stable processes
9. (1/α)-self-similar processes with stationary increments
10. Stable generalized moving averages
11. Integral-geometric construction of self-similar stable processes