Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments

Takashi Owada; Gennady Samorodnitsky

doi:10.3150/14-bej614

Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments

Bernoulli ◽

10.3150/14-bej614 ◽

2015 ◽

Vol 21 (3) ◽

pp. 1575-1599 ◽

Cited By ~ 4

Author(s):

Takashi Owada ◽

Gennady Samorodnitsky

Keyword(s):

Long Memory ◽

Stable Processes ◽

Self Similar ◽

Alpha Stable Processes

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A new prediction method of alpha-stable processes for self-similar traffic

IEEE Global Telecommunications Conference, 2004. GLOBECOM '04. ◽

10.1109/glocom.2004.1378047 ◽

2005 ◽

Cited By ~ 2

Author(s):

Ge Xiaohu ◽

Shaokai Yu ◽

Won-Sik Yoon ◽

Yong-Deak Kim

Keyword(s):

Prediction Method ◽

Stable Processes ◽

Self Similar ◽

Alpha Stable Processes

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A new modeling for self-similar network traffic based on the alpha-stable processes

International Conference on Neural Networks and Signal Processing, 2003. Proceedings of the 2003 ◽

10.1109/icnnsp.2003.1281209 ◽

2003 ◽

Author(s):

Zhu Guangxi ◽

Ge Xiaohu ◽

Zhu Yaoting ◽

Shi Cunyan

Keyword(s):

Network Traffic ◽

Stable Processes ◽

Self Similar ◽

Alpha Stable Processes

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Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds

Journal of Business and Economic Statistics ◽

10.1080/07350015.2021.1953508 ◽

2021 ◽

pp. 1-37

Author(s):

Sébastien Fries

Keyword(s):

Stable Processes ◽

Conditional Moments ◽

Alpha Stable Processes

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Exponential growth of the numbers of particles for branching symmetric $\alpha$ -stable processes

Journal of the Mathematical Society of Japan ◽

10.2969/jmsj/06010075 ◽

2008 ◽

Vol 60 (1) ◽

pp. 75-116 ◽

Cited By ~ 9

Author(s):

Yuichi SHIOZAWA

Keyword(s):

Exponential Growth ◽

Stable Processes ◽

Alpha Stable Processes

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On some parameter estimation problems in alpha-stable processes

1997 IEEE International Conference on Acoustics, Speech, and Signal Processing ◽

10.1109/icassp.1997.604630 ◽

2002 ◽

Cited By ~ 5

Author(s):

A. Swami

Keyword(s):

Parameter Estimation ◽

Stable Processes ◽

Estimation Problems ◽

Alpha Stable Processes

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Differentiability of spectral functions for symmetric $\alpha$-stable processes

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-07-04149-9 ◽

2007 ◽

Vol 359 (08) ◽

pp. 4031-4054 ◽

Cited By ~ 13

Author(s):

Masayoshi Takeda ◽

Kaneharu Tsuchida

Keyword(s):

Stable Processes ◽

Spectral Functions ◽

Alpha Stable Processes

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A novel adaptive lattice filtering algorithm for alpha-stable processes

Digital Signal Processing ◽

10.1016/j.dsp.2008.03.002 ◽

2008 ◽

Vol 18 (6) ◽

pp. 977-984

Author(s):

Zhijin Zhao ◽

Junna Shang ◽

Kehai Dong

Keyword(s):

Stable Processes ◽

Filtering Algorithm ◽

Alpha Stable Processes

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Two classes of self-similar stable processes with stationary increments

Stochastic Processes and their Applications ◽

10.1016/0304-4149(89)90082-3 ◽

1989 ◽

Vol 32 (2) ◽

pp. 305-329 ◽

Cited By ~ 14

Author(s):

Stamatis Cambanis ◽

Makoto Maejima

Keyword(s):

Stable Processes ◽

Stationary Increments ◽

Self Similar

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Wavelet based estimator for the self-similarity parameter of /spl alpha/-stable processes

1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258) ◽

10.1109/icassp.1999.756328 ◽

1999 ◽

Cited By ~ 3

Author(s):

P. Abry ◽

L. Delbeke ◽

P. Flandrin

Keyword(s):

The Self ◽

Stable Processes ◽

Self Similarity ◽

Similarity Parameter ◽

Alpha Stable Processes

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Power-law shot noise and its relationship to long-memory α-stable processes

IEEE Transactions on Signal Processing ◽

10.1109/78.847775 ◽

2000 ◽

Vol 48 (7) ◽

pp. 1883-1892 ◽

Cited By ~ 37

Author(s):

A.P. Petropulu ◽

J.-C. Pesquet ◽

Xueshi Yang

Keyword(s):

Power Law ◽

Shot Noise ◽

Long Memory ◽

Stable Processes

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