ALMOST SURE CONTINUITY OF STABLE MOVING AVERAGE PROCESSES WITH INDEX LESS THAN ONE

被引：8

作者：

BALKEMA, AA ^{[1
]}

DEHAAN, L ^{[1
]}

机构：

[1] ERASMUS UNIV,FAC ECON WETENSCHAPPEN,INST ECON,3000 DR ROTTERDAM,NETHERLANDS

来源：

关键词：

D O I：

10.1214/aop/1176991905

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：

引用

页码：333 / 343

页数：11

共 7 条

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[2] DEHAAN L, 1984, ANN PROBAB, V12, P1194
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[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1982, 12 (03) : 385 - 401
[4] MARCUS MB, 1984, ANN I H POINCARE-PR, V20, P177
[5] EXTREMES OF MOVING AVERAGES OF STABLE PROCESSES
ROOTZEN, H
[J]. ANNALS OF PROBABILITY, 1978, 6 (05) : 847 - 869
[6] SOME STRUCTURE THEOREMS FOR SYMMETRIC STABLE LAWS
SCHILDER, M
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (02): : 412 - &
[7] Widder D. V., 1971, INTRO TRANSFORM THEO