AbstractNew criteria are provided for determining whether an integral representation of a stable process is minimal. These criteria are based on various nonminimal sets and their projections, and have several advantages over and shed light on already available criteria. In particular, they naturally lead from a nonminimal representation to the one which is minimal. Several known examples are considered to illustrate the main results. The general approach is also adapted to show that the so-called mixed moving averages have a minimal integral representation of the mixed moving average type
This book provides a self-contained presentation on the structure of a large class of stable process...
This tutorial chapter uses case studies based on recent engineering applications, to re-examine the ...
Ostmann A. On the minimal representation of homogeneous games. Working Papers. Institute of Mathemat...
New criteria are provided for determining whether an integral representation of a stable process is ...
AbstractThe moving average representations of discrete multidimensional stationary processes are gen...
Given a process y with stationary increments and rational incremental spectral density P, we paramet...
A new set of stability conditions for discrete linear multipass processes with non-unit memory is de...
This paper concerns the minimal-state-variable (MSV) criterion for selection among solutions in rati...
We find necessary and sufficient conditions for the almost sure finiteness of weighted integrals of ...
Abstract We investigate some new results concerning the m-stability property. We show in particular ...
In this paper we provide a characterization for symmetric c-stable harmoniz-able processes for 1 <...
This tutorial chapter uses case studies based on recent engineering applications, to re-examine the ...
In this paper a set of sufficient conditions is developed in terms of controllability and observabil...
AbstractBy constructing a weakly degenerate weak Markov system we show that differentiability of any...
In this paper a set of sufficient conditions is developed in terms of controllability and observabil...
This book provides a self-contained presentation on the structure of a large class of stable process...
This tutorial chapter uses case studies based on recent engineering applications, to re-examine the ...
Ostmann A. On the minimal representation of homogeneous games. Working Papers. Institute of Mathemat...
New criteria are provided for determining whether an integral representation of a stable process is ...
AbstractThe moving average representations of discrete multidimensional stationary processes are gen...
Given a process y with stationary increments and rational incremental spectral density P, we paramet...
A new set of stability conditions for discrete linear multipass processes with non-unit memory is de...
This paper concerns the minimal-state-variable (MSV) criterion for selection among solutions in rati...
We find necessary and sufficient conditions for the almost sure finiteness of weighted integrals of ...
Abstract We investigate some new results concerning the m-stability property. We show in particular ...
In this paper we provide a characterization for symmetric c-stable harmoniz-able processes for 1 <...
This tutorial chapter uses case studies based on recent engineering applications, to re-examine the ...
In this paper a set of sufficient conditions is developed in terms of controllability and observabil...
AbstractBy constructing a weakly degenerate weak Markov system we show that differentiability of any...
In this paper a set of sufficient conditions is developed in terms of controllability and observabil...
This book provides a self-contained presentation on the structure of a large class of stable process...
This tutorial chapter uses case studies based on recent engineering applications, to re-examine the ...
Ostmann A. On the minimal representation of homogeneous games. Working Papers. Institute of Mathemat...