STABLE PROCESSES - MOVING AVERAGES VERSUS FOURIER-TRANSFORMS

被引：3

作者：

CAMBANIS, S ^{[1
]}

HOUDRE, C ^{[1
]}

机构：

[1] STANFORD UNIV,DEPT STAT,STANFORD,CA 94305

来源：

PROBABILITY THEORY AND RELATED FIELDS | 1993年 / 95卷 / 01期

关键词：

D O I：

10.1007/BF01197338

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We study the relationship between Fourier transforms and moving averages of stable processes. The two classes have a large intersection, however as soon as the noise is required to be ''bounded'' they become disjoint.

引用

页码：75 / 85

页数：11

共 17 条

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