Local time for stable moving average processes: Hölder conditions

Marco Dozzi and A. Reza Soltani

Stochastic Processes and their Applications, 1997, vol. 68, issue 2, 195-207

Abstract: The Fourier analytic approach due to S.M. Berman is considered for a certain class of [alpha]-stable moving average processes, 1

Keywords: Local; time; Stable; processes; Moving; average; Holder; continuity; Local; nondeterminism (search for similar items in EconPapers)
Date: 1997
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