Nonminimal sets, their projections and integral representations of stable processes

被引:3
|
作者
Pipiras, Vladas [1 ]
机构
[1] Univ N Carolina, Dept Stat & OR, Chapel Hill, NC 27599 USA
关键词
stable processes; minimal integral representations; nonminimal sets; projections; projective classes; mixed moving averages;
D O I
10.1016/j.spa.2007.01.002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
New criteria are provided for determining whether an integral representation of a stable process is minimal. These criteria are based on various nonminimal sets and their projections, and have several advantages over and shed light on already available criteria. In particular, they naturally lead from a nonminimal representation to the one which is minimal. Several known examples are considered to illustrate the main results. The general approach is also adapted to show that the so-called mixed moving averages have a minimal integral representation of the mixed moving average type. (C) 2007 Elsevier B.V. All rights reserved.
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页码:1285 / 1302
页数:18
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