Can continuous-time stationary stable pr
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Vladas Pipiras; Murad S. Taqqu; Patrice Abry
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Article
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2003
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Elsevier Science
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English
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We show that a non-trivial continuous-time strictly -stable, โ (0; 2), stationary process cannot be represented in distribution as a discrete linear process where {f t } tโR is a collection of deterministic functions and { n } nโZ are independent strictly -stable random variables. Analogous results