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Hilbert Spaces Formed by Strongly Harmonizable Stable Processes
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A. R. Soltani
Published/Copyright:
February 23, 2010
Abstract
A strongly harmonizable continuous time symmetric α-stable process is considered. By using covariations, a Hilbert space is formed from the process elements and used for a purpose of moving average representation and prediction.
Received: 2000-12-11
Published Online: 2010-02-23
Published in Print: 2001-March
© Heldermann Verlag
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Articles in the same Issue
- Polymersions of a Disk with Critical Points on the Boundary
- A Fixed Point Theorem of Leggett–Williams Type with Applications to Single- and Multivalued Equations
- Non-Noether Symmetries in Singular Dynamical Systems
- Weight Inequalities for Singular Integrals Defined on Spaces of Homogeneous and Nonhomogeneous Type
- Perturbation of a Fredholm Complex by Inessential Operators
- Weighted Exponential Inequalities
- On the Representation of Numbers by the Direct Sums of Some Quaternary Quadratic Forms
- On Local Invariants of Totally Real Surfaces
- On the Number of Representations of Positive Integers by the Quadratic Form
- Derivative Uniform Sampling via Weierstrass σ(z). Truncation Error Analysis in
- On Periodic Solutions of Autonomous Difference Equations
- Inequalities of Calderon–Zygmund Type for Trigonometric Polynomials
- Hilbert Spaces Formed by Strongly Harmonizable Stable Processes
- Optimal Mean-Variance Robust Hedging under Asset Price Model Misspecification
