Supplement to: 'Spectral Characterization of the Family α-Stable Processes that Generalize Gaussian Process Models.'

42 Pages Posted: 12 Jan 2017

See all articles by Nourddine Azzaoui

Nourddine Azzaoui

Mathematics Department, Université Blaise Pascal

Gareth Peters

Department of Actuarial Mathematics and Statistics, Heriot-Watt University; University College London - Department of Statistical Science; University of Oxford - Oxford-Man Institute of Quantitative Finance; London School of Economics & Political Science (LSE) - Systemic Risk Centre; University of New South Wales (UNSW) - Faculty of Science

Arnaud Guillin

Mathematics Department, Université Blaise Pascal

Malcolm Egan

Université Blaise Pascal (Clermont-Ferrand II)

Date Written: January 2, 2017

Abstract

Proofs and Technical Appendix for paper: Spectral characterization of the non-independent increment family of Alpha-Stable processes that generalize Gaussian process models.

Suggested Citation

Azzaoui, Nourddine and Peters, Gareth and Guillin, Arnaud and Egan, Malcolm, Supplement to: 'Spectral Characterization of the Family α-Stable Processes that Generalize Gaussian Process Models.' (January 2, 2017). Available at SSRN: https://ssrn.com/abstract=2892570 or http://dx.doi.org/10.2139/ssrn.2892570

Nourddine Azzaoui

Mathematics Department, Université Blaise Pascal ( email )

24 Avenue des Landais
63117 Aubière Cedex
France

Gareth Peters (Contact Author)

Department of Actuarial Mathematics and Statistics, Heriot-Watt University ( email )

Edinburgh Campus
Edinburgh, EH14 4AS
United Kingdom

HOME PAGE: http://garethpeters78.wixsite.com/garethwpeters

University College London - Department of Statistical Science ( email )

1-19 Torrington Place
London, WC1 7HB
United Kingdom

University of Oxford - Oxford-Man Institute of Quantitative Finance ( email )

University of Oxford Eagle House
Walton Well Road
Oxford, OX2 6ED
United Kingdom

London School of Economics & Political Science (LSE) - Systemic Risk Centre ( email )

Houghton St
London
United Kingdom

University of New South Wales (UNSW) - Faculty of Science ( email )

Australia

Arnaud Guillin

Mathematics Department, Université Blaise Pascal ( email )

24 Avenue des Landais
63117 Aubière Cedex
France

Malcolm Egan

Université Blaise Pascal (Clermont-Ferrand II) ( email )

24 Avenue des Landais
63117 Aubière Cedex
France

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