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Local time for stable moving average processes: Hölder conditions

Author

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  • Dozzi, Marco
  • Soltani, A. Reza

Abstract

The Fourier analytic approach due to S.M. Berman is considered for a certain class of [alpha]-stable moving average processes, 1

Suggested Citation

  • Dozzi, Marco & Soltani, A. Reza, 1997. "Local time for stable moving average processes: Hölder conditions," Stochastic Processes and their Applications, Elsevier, vol. 68(2), pages 195-207, June.
    • Handle: RePEc:eee:spapps:v:68:y:1997:i:2:p:195-207
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    References listed on IDEAS

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    1. Rosinski, Jan, 1986. "On stochastic integral representation of stable processes with sample paths in Banach spaces," Journal of Multivariate Analysis, Elsevier, vol. 20(2), pages 277-302, December.
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    Cited by:

    1. Raby Guerbaz, 2009. "On Moduli of Continuity for Local Times of Fractional Stable Processes," Journal of Theoretical Probability, Springer, vol. 22(4), pages 934-954, December.

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