DISJOINTNESS RESULTS FOR SOME CLASSES OF STABLE PROCESSES

被引:4
作者
HERNANDEZ, M
HOUDRE, C
机构
[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305
[2] UNIV N CAROLINA,CTR STOCHAST PROC,CHAPEL HILL,NC 27599
关键词
D O I
10.4064/sm-105-3-235-252
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.
引用
收藏
页码:235 / 252
页数:18
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