AbstractIn this paper we extend the definition of stochastic integrals relative to the larger class of complex semistable and other infinitely divisible measures that was given in a previous paper. We obtain spectral representations of complex semistable and other i.d. stochastic processes
Complex integrals associated with homogeneous independently scattered random measures on the line a...
Spectral analysis of stationary processes has played an essential role in the development of Time Se...
This paper considers large sample approximations to the covariances of a nonstationary fractionally ...
AbstractIn this paper we extend the definition of stochastic integrals relative to the larger class ...
AbstractWe introduce the notion of semistable processes and semistable random measures; and give a c...
The spectral representation for stochastic integration operators with respect to the Wiener process ...
Abstract. We introduce the notion of minimality for spectral representations of sum – and max– infin...
Preprint submittedIn this paper, we give a new covariation spectral representation of some non stati...
AbstractHelley's 1st and 2nd theorems for trace class-valued distributions are established. Using th...
The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a sto...
AbstractP. Masani and the author have previously answered the question, “When is an operator on a Hi...
On the problem of stochastic integral representations of functions of the Brownian motion I
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
AbstractFor weakly stationary stochastic processes taking values in a Hilbert space, spectral repres...
This paper discusses a class of stochastic processes which are closed under linear transformations a...
Complex integrals associated with homogeneous independently scattered random measures on the line a...
Spectral analysis of stationary processes has played an essential role in the development of Time Se...
This paper considers large sample approximations to the covariances of a nonstationary fractionally ...
AbstractIn this paper we extend the definition of stochastic integrals relative to the larger class ...
AbstractWe introduce the notion of semistable processes and semistable random measures; and give a c...
The spectral representation for stochastic integration operators with respect to the Wiener process ...
Abstract. We introduce the notion of minimality for spectral representations of sum – and max– infin...
Preprint submittedIn this paper, we give a new covariation spectral representation of some non stati...
AbstractHelley's 1st and 2nd theorems for trace class-valued distributions are established. Using th...
The purpose of this paper is to extend the deterministic behavioural theory of J.C. Willems to a sto...
AbstractP. Masani and the author have previously answered the question, “When is an operator on a Hi...
On the problem of stochastic integral representations of functions of the Brownian motion I
Let $L$ be a Levy process on $[0,+\infty)$. In particular cases, when $L$ is a Wiener or Poisson pro...
AbstractFor weakly stationary stochastic processes taking values in a Hilbert space, spectral repres...
This paper discusses a class of stochastic processes which are closed under linear transformations a...
Complex integrals associated with homogeneous independently scattered random measures on the line a...
Spectral analysis of stationary processes has played an essential role in the development of Time Se...
This paper considers large sample approximations to the covariances of a nonstationary fractionally ...
DOI
Add to ORKG