A characterization and moving average representation for stable harmonizable processes
نویسندگان
چکیده
منابع مشابه
Localisable moving average stable and multistable processes
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a “tangent process”, in a suitable sense. We give general conditions on the kernel g defining the moving average which ensures that the process is localisable and we characterize the nature of the associated tangent processes. Examples include t...
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The harmonizable Piranashvili–type stochastic processes are approximated by finite time shifted average sampling sums. Explicit truncation error upper bounds are established. Various corollaries and special cases are discussed. Submitted: May 7, 2014 Address correspondence to Tibor Pogány, Faculty of Maritime Studies, University of Rijeka, Studentska 2, HR-51000 Rijeka, Croatia; E-mail: poganj@...
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We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a “tangent process”, in a suitable sense. We give general conditions on the kernel g defining the moving average which ensures that the process is localisable and we characterize the nature of the associated tangent processes. Examples include t...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 1996
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953396000251