Properties of spectral covariance for linear processes with infinite variance (Q406614)
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scientific article; zbMATH DE number 6341459
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of spectral covariance for linear processes with infinite variance |
scientific article; zbMATH DE number 6341459 |
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Properties of spectral covariance for linear processes with infinite variance (English)
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8 September 2014
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stable random vectors
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measures of dependence
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random linear processes
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stochastic integrals
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