Classes of mixing stable processes

@article{Rosnski1996ClassesOM,
  title={Classes of mixing stable processes},
  author={Jan Ros{\'i}nski and Gennady Samorodnitsky},
  journal={Bernoulli},
  year={1996},
  volume={2},
  pages={365-377}
}
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A connection between structural studies of stationary non-Gaussian stable processes and the ergodic theory of nonsingular flows is established and exploited. Using this connection, a unique…
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SummaryThe class of (non-Gaussian) stable moving average processes is extended by introducing an appropriate joint randomization of the filter function and of the stable noise, leading to stable…
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