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A novel adaptive lattice filtering algorithm for alpha-stable processes
Digital Signal Processing
◽
10.1016/j.dsp.2008.03.002
◽
2008
◽
Vol 18
(6)
◽
pp. 977-984
Author(s):
Zhijin Zhao
◽
Junna Shang
◽
Kehai Dong
Keyword(s):
Stable Processes
◽
Filtering Algorithm
◽
Alpha Stable Processes
Download Full-text
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References
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
Journal of Business and Economic Statistics
◽
10.1080/07350015.2021.1953508
◽
2021
◽
pp. 1-37
Author(s):
Sébastien Fries
Keyword(s):
Stable Processes
◽
Conditional Moments
◽
Alpha Stable Processes
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Exponential growth of the numbers of particles for branching symmetric $\alpha$ -stable processes
Journal of the Mathematical Society of Japan
◽
10.2969/jmsj/06010075
◽
2008
◽
Vol 60
(1)
◽
pp. 75-116
◽
Cited By ~ 9
Author(s):
Yuichi SHIOZAWA
Keyword(s):
Exponential Growth
◽
Stable Processes
◽
Alpha Stable Processes
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A new prediction method of alpha-stable processes for self-similar traffic
IEEE Global Telecommunications Conference, 2004. GLOBECOM '04.
◽
10.1109/glocom.2004.1378047
◽
2005
◽
Cited By ~ 2
Author(s):
Ge Xiaohu
◽
Shaokai Yu
◽
Won-Sik Yoon
◽
Yong-Deak Kim
Keyword(s):
Prediction Method
◽
Stable Processes
◽
Self Similar
◽
Alpha Stable Processes
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On some parameter estimation problems in alpha-stable processes
1997 IEEE International Conference on Acoustics, Speech, and Signal Processing
◽
10.1109/icassp.1997.604630
◽
2002
◽
Cited By ~ 5
Author(s):
A. Swami
Keyword(s):
Parameter Estimation
◽
Stable Processes
◽
Estimation Problems
◽
Alpha Stable Processes
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Differentiability of spectral functions for symmetric $\alpha$-stable processes
Transactions of the American Mathematical Society
◽
10.1090/s0002-9947-07-04149-9
◽
2007
◽
Vol 359
(08)
◽
pp. 4031-4054
◽
Cited By ~ 13
Author(s):
Masayoshi Takeda
◽
Kaneharu Tsuchida
Keyword(s):
Stable Processes
◽
Spectral Functions
◽
Alpha Stable Processes
Download Full-text
Wavelet based estimator for the self-similarity parameter of /spl alpha/-stable processes
1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258)
◽
10.1109/icassp.1999.756328
◽
1999
◽
Cited By ~ 3
Author(s):
P. Abry
◽
L. Delbeke
◽
P. Flandrin
Keyword(s):
The Self
◽
Stable Processes
◽
Self Similarity
◽
Similarity Parameter
◽
Alpha Stable Processes
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Least L/sub p/-norm estimation of autoregressive model coefficients of symmetric /spl alpha/-stable processes
IEEE Signal Processing Letters
◽
10.1109/97.596886
◽
1997
◽
Vol 4
(7)
◽
pp. 201-203
◽
Cited By ~ 16
Author(s):
E.E. Kuruoglu
◽
P.J.W. Rayner
◽
W.J. Fitzgerald
Keyword(s):
Autoregressive Model
◽
Stable Processes
◽
Alpha Stable Processes
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Maxima of long memory stationary symmetric $\alpha$-stable processes, and self-similar processes with stationary max-increments
Bernoulli
◽
10.3150/14-bej614
◽
2015
◽
Vol 21
(3)
◽
pp. 1575-1599
◽
Cited By ~ 4
Author(s):
Takashi Owada
◽
Gennady Samorodnitsky
Keyword(s):
Long Memory
◽
Stable Processes
◽
Self Similar
◽
Alpha Stable Processes
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Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes
Annales de l Institut Henri Poincaré Probabilités et Statistiques
◽
10.1214/12-aihp476
◽
2013
◽
Vol 49
(4)
◽
pp. 1057-1079
◽
Cited By ~ 14
Author(s):
Xicheng Zhang
Keyword(s):
Differential Equations
◽
Stochastic Differential Equations
◽
Stable Processes
◽
Alpha Stable Processes
Download Full-text
Parameter estimation for linear alpha-stable processes
IEEE Signal Processing Letters
◽
10.1109/97.659549
◽
1998
◽
Vol 5
(2)
◽
pp. 48-50
◽
Cited By ~ 21
Author(s):
A. Swami
◽
B. Sadler
Keyword(s):
Parameter Estimation
◽
Stable Processes
◽
Alpha Stable Processes
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