On Minimality and Interpolation of Harmonizable Stable Processes Academic Article uri icon

abstract

  • It is shown that a harmonizable symmetric alpha -stable process, i. e. the Fourier coefficients of a process with independent symmetric alpha -stable increments, with spectral density w is minimal, if and only if w greater than 0 a. e. and w** minus **1**/**(** alpha ** minus **1**) an element of L**1. Algorithms for the linear interpolator and interpolation error of such processes are given when several values of the process are missing. The algorithm for the linear interpolator is convergent if w satisfies B. Muckenhoupt's (A// alpha ) condition.

published proceedings

  • SIAM Journal on Applied Mathematics

author list (cited authors)

  • Pourahmadi, M.

citation count

  • 20

complete list of authors

  • Pourahmadi, Mohsen

publication date

  • October 1984