Characterization of linear and harmonizable fractional stable motions

We characterize the linear and harmonizable fractional stable motions as the self-similar stable processes with stationary increments whose left-equivalent (or right-equivalent) stationary processes are moving averages and harmonizable respectively.

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Year of publication:	1992
Authors:	Cambanis, Stamatis ; Maejima, Makoto ; Samorodnitsky, Gennady
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 42.1992, 1, p. 91-110
Publisher:	Elsevier
Keywords:	self-similar processes stable processes linear and harmonizable fractional stable motions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873995