Properties of spectral covariance for linear processes with infinite variance (Q406614)

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scientific article; zbMATH DE number 6341459
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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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