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math.ST2024
Non-ergodic inference for stationary-increment harmonizable stable processes
Ly Viet Hoang, Evgeny Spodarev
We consider the class of stationary-increment harmonizable stable processes with infinite control measure, which most notably includes real harmonizable fractional stable motions.…
math.ST2022★ 1 cited
Prediction of random variables by excursion metric projections
Vitalii Makogin, Evgeny Spodarev
We use the concept of excursions for the prediction of random variables without any moment existence assumptions. To do so, an excursion metric on the space of random variables is…