Stable processes: moving averages versus fourier transforms |
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| Authors: | Stamatis Cambanis Christian Houdré |
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| Institution: | (1) Department of Statistics, University of North Carolina, 27599-3260 Chapel Hill, NC, USA;(2) Department of Statistics, Stanford University, 94305-4065 Stanford, CA, USA |
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| Abstract: | Summary We study the relationship between Fourier transforms and moving averages of stable processes. The two classes have a large intersection, however as soon as the noise is required to be  bounded they become disjoint.Research supported by the Air Force Office of Scientific Research Contract No. F49620 85C 0144 and by the Office of Naval Research Grant No. N00014 86C 0227This work was done in part when the author was visiting the Center for Computational Statistics, George Mason University, Fairfax, VA 22030-4444 |
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