The following sections are a start on organizing references on stable distributions by topic. It
is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …

The following inner–outer type factorization is obtained for the sequence space ℓ p: if the
complex sequence F=(F 0, F 1, F 2,…) decays geometrically, then for any p sufficiently close …

I propose a prediction method for weak-sense stationary time series with finite variance and
α-stable innovations using the Riemann sum approximation of the spectral representation …

Abstract For 1< p⩽ 2, random processes that are stationary in the sense of p th-order means
are studied. Bounds are obtained for the coefficients of finite autoregressive and moving …

In this paper, we discuss three extrapolation methods for α-stable random fields with α∈(1,
2]. We justify them, giving proofs of the existence and uniqueness of the solutions for each …

In this paper, we use the concept of excursion sets for the extrapolation of stationary random
fields. Doing so, we define excursion sets for the field and its linear predictor, and then …

Suppose that is an iid symmetric α‐stable noise, 1< α< 2, and consider the moving average
process given by. Conditions are obtained for the convergence rate of the moving average …

This paper addresses the point prediction of α-stable time series. Our key idea is to define a
new Hilbert space that contains α-stable processes. Then, we apply the advantage of Hilbert …

It is well known that no strongly harmonizable S α S process has classical ARMA
representation with respect to a S α S noise sequence with independent values. In this …

Economic time series have error or innovation terms with infinite variance, ie their
distribution is α-stable with α< 2. Classical methods in prediction of time series, are based on …