Localizable Moving Average Symmetric Stable and Multistable Processes
نویسندگان
چکیده
منابع مشابه
Localisable moving average symmetric 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...
متن کاملLocalisable 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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ژورنال
عنوان ژورنال: Stochastic Models
سال: 2009
ISSN: 1532-6349,1532-4214
DOI: 10.1080/15326340903291321