Pérez Garmendia, Jose Luis On weighted tempered moving averages processes. (English) Zbl 1152.60326 Stoch. Models 24, Suppl. 1, 227-245 (2008). Summary: We introduce a new class of processes: the weighted tempered moving averages processes, which include the tempered moving averages processes as a particular case. They generalize the class of tempered moving averages process which is widely known and has many applications. In some cases they share with the tempered Lévy process the following property: in a close time-frame they behave like an \(\alpha\)-stable process while in a long time frame like a gaussian process. Additionally we prove that under certain conditions they are mixing and hence ergodic. Cited in 1 Document MSC: 60G52 Stable stochastic processes 60E07 Infinitely divisible distributions; stable distributions 60H05 Stochastic integrals Keywords:tempered stable distributions; tempered \(\alpha\)-stable random measure; tempered stochastic integrals; stable stochastic integrals; weighted moving averages process PDFBibTeX XMLCite \textit{J. L. Pérez Garmendia}, Stoch. Models 24, 227--245 (2008; Zbl 1152.60326) Full Text: DOI References: [1] DOI: 10.1016/j.spa.2006.10.003 · Zbl 1118.60037 · doi:10.1016/j.spa.2006.10.003 [2] DOI: 10.1016/j.spa.2006.01.008 · Zbl 1102.60036 · doi:10.1016/j.spa.2006.01.008 [3] DOI: 10.1016/0047-259X(82)90073-2 · Zbl 0493.60046 · doi:10.1016/0047-259X(82)90073-2 [4] Pérez J.L., Preprint, Instituto de Matemáticas, Universidad Nacional Autónoma de México 836 pp 1– (2007) This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.