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The Fourier analytic approach due to S.M. Berman is considered for a certain class of [alpha]-stable moving average processes, 1 [alpha] = 2. It is proved that the local times of such processes satisfy a uniform Hölder condition of order Q1 - 1/[alpha] logQ1/[alpha] for small intervals Q. A...
Persistent link: https://www.econbiz.de/10008875838
Let X(t) = [is proportional to]t-[infinity]f(t-s) dZ(s) be a symmetric stable moving average process of index [alpha], 1 < [alpha] [less-than-or-equals, slant] 2. It is proved that when f has a jump discontinuity at a point or when f(x) --> 0 slowly as x [downwards arrow] 0, then almost every sample function of X(t), , is a Janik (J1) function with infinite [gamma]-variation, [gamma][set membership, variant][1,...</[alpha]>
Persistent link: https://www.econbiz.de/10008874307