| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1155844 | Stochastic Processes and their Applications | 2012 | 17 Pages |
Abstract
We characterize all possible independent symmetric αα-stable (SαSSαS) components of an SαSSαS process, 0<α<20<α<2. In particular, we focus on stationary SαSSαS processes and their independent stationary SαSSαS components. We also develop a parallel characterization theory for max-stable processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Yizao Wang, Stilian A. Stoev, Parthanil Roy,