On the empirical measure of the Fourier coefficients with infinite variance data

DOI10.1016/0167-7152(91)90053-TzbMath0745.60018MaRDI QIDQ1181087

Keith Knight

Publication date: 27 June 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

empirical measuredomain of attraction of a stable lawFourier-like transformations

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items

Patterned sparse random matrices: A moment approach ⋮ The periodogram at the Fourier frequencies ⋮ Circulant type matrices with heavy tailed entries

Cites Work

• The empirical distribution of Fourier coefficients
• Convergence to a stable distribution via order statistics
• The empirical distribution of the fourier coefficients of a sequence of independent, identically distributed long-tailed random variables
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