{"entities":{"Q1354493":{"pageid":1365232,"ns":120,"title":"Item:Q1354493","lastrevid":68535339,"modified":"2026-04-13T00:23:15Z","type":"item","id":"Q1354493","labels":{"en":{"language":"en","value":"The integrated periodogram for stable processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1006633"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1354493$9B75219A-C683-42DB-89B7-DF5B33F2AA22","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b1575bc09afd9ef4f02c97695d537f2ec354d95b","datavalue":{"value":{"text":"The integrated periodogram for stable processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1354493$3CE5D598-2225-47C2-8D20-D35DBA121BB2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"776007ebf92be4c7dc3b320ccef920d967b3fcb4","datavalue":{"value":"0898.62116","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$1C612C04-5C5F-49B4-8141-F73BBB3B0922","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b75b5b1bf159c36dc52b96ac45badd444c6d5551","datavalue":{"value":{"entity-type":"item","numeric-id":254502,"id":"Q254502"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1354493$F9E6784E-D73E-4BAE-AFE8-8994AEDF4A50","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9eb7d82439818aaaa95035fa4d505b8584ebacd3","datavalue":{"value":{"entity-type":"item","numeric-id":245178,"id":"Q245178"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1354493$54B17AD5-5B38-4199-8891-1D5E9FA21AB1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0b73f6da78562727d9e1c290db85e0053cdeb667","datavalue":{"value":{"entity-type":"item","numeric-id":60819,"id":"Q60819"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1354493$22AEF3B9-A3B4-404E-9E5B-11E9B193E241","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"aaea8cb452e591c2b43bb59cc15f5525e92c8e85","datavalue":{"value":{"time":"+1998-11-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1354493$7F2C3B91-B056-4407-A798-E578DC424E4F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"cc39be97f88e6eb4bcd012faaa33e14de2baaa26","datavalue":{"value":"We consider the linear process  \\[ X_t= \\sum_{j=-\\infty}^\\infty \\psi_j Z_{t-j}, \\qquad t\\in\\mathbb{Z}, \\]  where \\((Z_t)_{t\\in\\mathbb{Z}}\\) is a noise sequence of i.i.d. symmetric \\(\\alpha\\)-stable r.v.'s for \\(\\alpha\\in (0,2)\\). This implies in particular that \\(Z_t\\) and \\(X_t\\) have infinite variance. In two preceding papers [Stochastic Processes Appl. 47, No. 2, 323-344 (1993; Zbl 0779.60023); Scand. J. Stat. 21, No. 4, 485-491 (1994; Zbl 0809.62081)] we studied the asymptotic behavior of the periodogram  \\[ I_{n,X}(\\lambda)= n^{-2/\\alpha} \\Biggl| \\sum_{t=1}^n e^{-i\\lambda t}X_t\\Biggr|^2, \\qquad \\lambda\\in [-\\pi,\\pi]. \\]  The results obtained there indicate that the self-normalized periodogram  \\[ \\widetilde{I}_{n,X}(\\lambda)= I_{n,X}(\\lambda)/ \\gamma_{n,X}^2, \\quad \\lambda\\in [-\\pi,\\pi], \\qquad\\text{with}\\qquad \\gamma_{n,X}^2= n^{-2/\\alpha} \\sum_{t=1}^n X_t^2, \\]  behaves very much like the periodogram for finite variance linear processes.    In the present paper we continue our investigation of the spectral analysis of \\(\\alpha\\)-stable processes. Our results can be understood as a study of classical (i.e., finite variance) quantities in spectral analysis when some of the innovations \\(Z_t\\) assume very large values. In this sense, the theory given below provides some recommendations on how classical estimators and test statistics have to be modified when large \\(Z_t\\) occur. As appropriate techniques we propose random normalization (we call it self-normalization) and random centering.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$3661AEDE-3096-471F-8400-AB73C09E71A3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e8377d5281bd65f83a5c3556cb0d4338def0b348","datavalue":{"value":"62M15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$4659033D-DC01-4602-B254-8A7363DBED38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"846badbb8697f1765da78fe3aa22b3e62edb7f0a","datavalue":{"value":"60F17","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$9257F1B0-F8F2-44D9-9371-001078E91160","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"58591a8ac1354bf12129571c1d7757e1ee3beef9","datavalue":{"value":"62G07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$BBCB51C6-6F6D-46F3-A7B4-89B50820902B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$87737253-7E04-4B9C-B773-CEDC7EEA782D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8f4b66340eaefaa5b879d5438c65b92fbb16c03f","datavalue":{"value":"62G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$6CF15236-63DB-4C24-8CF5-D5D55B9A70FB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9329bc3501c128eff5be0b15d7df8ddba13d87bc","datavalue":{"value":"1006633","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$633D43EB-7F2D-4C38-914A-D4BFA5F21E7C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4cf94ca5aa25652ec7d0abb0418cd7149364fcc9","datavalue":{"value":"integrated periodogram","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$8C085F76-E833-414B-A0DC-0DC5B6436E29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9630842ce1060d962be5ab13d9e9ba4642ca6a67","datavalue":{"value":"alpha-stable linear processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$CEFCBFF5-54D4-4FA0-AAFB-7A1B76FF505E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae6797601b6bbeee445557156808acb6b651bee5","datavalue":{"value":"functional limit theorem","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$242B382C-3AD8-44FE-AE19-FC5B78F26704","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"774d72b1b352f7e1ae893092fe1d5a76350f739b","datavalue":{"value":"goodness-of-fit tests","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$7AF4CE2A-689D-4AA1-9A55-02F2005DE548","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"28db43843c54bce194c254a0126129fa404e3070","datavalue":{"value":"moving average process","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$C7051ED1-501F-4573-A86E-58E3EA74AAE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"37e1a161a63456085f26f392920cb90b28ba30c2","datavalue":{"value":"frequency domain","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$77D408C2-8A99-4D12-BA3B-06D860012E71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2cf0543fcce619bfc3cf179d5ae24972eae31b24","datavalue":{"value":"quadratic form","type":"string"},"datatype":"string"},"type":"statement","id":"Q1354493$700A0101-CCA1-4C74-89D6-21CC0A205D88","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1354493$10502C53-012B-4F7F-82EC-80590E9F967F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ff8874b5aafe03ee6d53ef1e96e395f5c9ebed05","datavalue":{"value":"https://doi.org/10.1214/aos/1069362301","type":"string"},"datatype":"url"},"type":"statement","id":"Q1354493$6A833337-667C-48F2-B53F-E730CCD7EC8C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"57d71eaf025a83949c9e51f46a209938e6309f17","datavalue":{"value":"W2045779752","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$359C55D1-03EF-4910-A7E6-299C6208264F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"79714aabf5a4102fc56c10d9938ad45e2e194ab1","datavalue":{"value":"10.1214/AOS/1069362301","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1354493$9110A590-F950-4242-876D-FF4690CD3958","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ff831f39ac1b6f38519abd4067229716cb2c7af5","datavalue":{"value":{"entity-type":"item","numeric-id":4322402,"id":"Q4322402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"21c49df2dedd0803c279b00523611a21adb76882","datavalue":{"value":{"amount":"+0.8405425548553467","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1354493$CCE8D8F1-42C8-47A5-908F-000C030BEFBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d77858f203b0de6252704ce58611fcf11b42f3b6","datavalue":{"value":{"entity-type":"item","numeric-id":689470,"id":"Q689470"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"955d23bf33b56185ea9a21dddda4a3b589374ff6","datavalue":{"value":{"amount":"+0.8294526934623718","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1354493$F34EF102-46D2-4E2E-A43F-7A0773F6904F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"43e8340ee828592cbe167a464e1067b8c4e9c255","datavalue":{"value":{"entity-type":"item","numeric-id":1382496,"id":"Q1382496"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4064c7a81efac048e5e87dfa25faeb2c1e4d28f9","datavalue":{"value":{"amount":"+0.8206334710121155","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1354493$1D175F2A-B8D9-4F18-A67D-A34E7BBE1BDF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The integrated periodogram for stable processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_integrated_periodogram_for_stable_processes"}}}}}