# Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance

@article{Samorodnitsky1995StableNR,
title={Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance},
journal={Journal of the American Statistical Association},
year={1995},
volume={90},
pages={805}
}
• Published 1 June 1995
• Mathematics
• Journal of the American Statistical Association
Stable random variables on the real line Multivariate stable distributions Stable stochastic integrals Dependence structures of multivariate stable distributions Non-linear regression Complex stable stochastic integrals and harmonizable processes Self-similar processes Chentsov random fields Introduction to sample path properties Boundedness, continuity and oscillations Measurability, integrability and absolute continuity Boundedness and continuity via metric entropy Integral representation…
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