The maximum of the periodogram for a heavy-tailed sequence.
type: Item
instance of: scholarly article
title: The maximum of the periodogram for a heavy-tailed sequence.
zbMATH Open document ID: 1044.62097
author: T. Mikosch
author: Gennady Samorodnitsky
author: Sidney I. Resnick
published in: The Annals of Probability
publication date: 2003-05-06T00:00:00Z
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 1906376
zbMATH Keywords: periodogram
zbMATH Keywords: discrete Fourier transform
zbMATH Keywords: stable random variable
zbMATH Keywords: stable process
zbMATH Keywords: stochastic integral
zbMATH Keywords: infinite variance
zbMATH Keywords: linear process
zbMATH Keywords: point process convergence
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aop/1019160264
OpenAlex ID: W2079450975
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DOI: 10.1214/AOP/1019160264
description: scientific article; zbMATH DE number 1906376