Title of article :
Decomposability for stable processes
Author/Authors :
Wang، نويسنده , , Yizao and Stoev، نويسنده , , Stilian A. and Roy، نويسنده , , Parthanil، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2012
Abstract :
We characterize all possible independent symmetric α -stable ( S α S ) components of an S α S process, 0 < α < 2 . In particular, we focus on stationary S α S processes and their independent stationary S α S components. We also develop a parallel characterization theory for max-stable processes.
Keywords :
Sum-stable process , decomposition , Minimal representation , Mixed moving average , Max-stable process
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
