Decomposability for stable processes |
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| Authors: | Yizao Wang Stilian A. Stoev |
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| Affiliation: | a Department of Statistics, The University of Michigan, 439 W. Hall, 1085 S. University, Ann Arbor, MI 48109-1107, USAb Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata 700108, India |
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| Abstract: | We characterize all possible independent symmetric α-stable (SαS) components of an SαS process, 0<α<2. In particular, we focus on stationary SαS processes and their independent stationary SαS components. We also develop a parallel characterization theory for max-stable processes. |
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| Keywords: | Primary, 60G52 Secondary, 60G70 |
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