Admissible Translates of Stable Processes: A Survey and Some New Models
Abstract
This document surveys some recent results on the admissible translates of stable processes and we contrast them with the analogs for Gaussian processes. Whereas Gaussian moving averages and Fourier transforms of independent increment increments processes have rich classes of admissible translates, their stable counterparts frequently have all translates singular. By removing the requirement of independence of the increments, we introduce stable processes that are generalized moving averages and harmonizable which can have rich classes of admissible translates. These are generally nonstationary processes but we also show a class of stationary generalized moving averages.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1988
- Accession Number
- ADA200636
Entities
People
- Stamatis Cambanis
Organizations
- University of North Carolina at Chapel Hill