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Stable processes: moving averages versus fourier transforms
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  • Published: March 1993

Stable processes: moving averages versus fourier transforms

  • Stamatis Cambanis1 &
  • Christian Houdré2 

Probability Theory and Related Fields volume 95, pages 75–85 (1993)Cite this article

  • 158 Accesses

  • 3 Citations

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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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Author information

Authors and Affiliations

  1. Department of Statistics, University of North Carolina, 27599-3260, Chapel Hill, NC, USA

    Stamatis Cambanis

  2. Department of Statistics, Stanford University, 94305-4065, Stanford, CA, USA

    Christian Houdré

Authors
  1. Stamatis Cambanis
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  2. Christian Houdré
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Additional information

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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  • Received: 28 May 1990

  • Revised: 26 May 1992

  • Issue Date: March 1993

  • DOI: https://doi.org/10.1007/BF01197338

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Keywords

  • Fourier
  • Fourier Transform
  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
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