Point processes associated with stationary stable processes
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- Resnick, Sidney & Samorodnitsky, Gennady & Xue, Fang, 2000. "Growth rates of sample covariances of stationary symmetric [alpha]-stable processes associated with null recurrent Markov chains," Stochastic Processes and their Applications, Elsevier, vol. 85(2), pages 321-339, February.
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Cited by:
- Charlot, F. & Rachdi, M., 2008. "On the statistical properties of a stationary process sampled by a stationary point process," Statistics & Probability Letters, Elsevier, vol. 78(4), pages 456-462, March.
- Panigrahi, Snigdha & Roy, Parthanil & Xiao, Yimin, 2021. "Maximal moments and uniform modulus of continuity for stable random fields," Stochastic Processes and their Applications, Elsevier, vol. 136(C), pages 92-124.
- Raluca M. Balan & Sana Louhichi, 2009. "Convergence of Point Processes with Weakly Dependent Points," Journal of Theoretical Probability, Springer, vol. 22(4), pages 955-982, December.
- Fasen, Vicky & Roy, Parthanil, 2016. "Stable random fields, point processes and large deviations," Stochastic Processes and their Applications, Elsevier, vol. 126(3), pages 832-856.
- Parthanil Roy, 2017. "Maxima of stable random fields, nonsingular actions and finitely generated abelian groups: A survey," Indian Journal of Pure and Applied Mathematics, Springer, vol. 48(4), pages 513-540, December.
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Keywords
Stationary process Stable process Point process Weak convergence Vague convergence Random measure;Statistics
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