Summary
We study the relationship between Fourier transforms and moving averages of stable processes. The two classes have a large intersection, however as soon as the noise is required to be “bounded” they become disjoint.
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Research supported by the Air Force Office of Scientific Research Contract No. F49620 85C 0144 and by the Office of Naval Research Grant No. N00014 86C 0227
This work was done in part when the author was visiting the Center for Computational Statistics, George Mason University, Fairfax, VA 22030-4444
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Cambanis, S., Houdré, C. Stable processes: moving averages versus fourier transforms. Probab. Th. Rel. Fields 95, 75–85 (1993). https://doi.org/10.1007/BF01197338
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DOI: https://doi.org/10.1007/BF01197338
Keywords
- Fourier
- Fourier Transform
- Stochastic Process
- Probability Theory
- Mathematical Biology