Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667): Difference between revisions

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Latest revision as of 16:30, 27 June 2024

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Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
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    Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (English)
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    6 February 2008
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    covariance
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    dependence measures
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    linear fractional stable motion
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    moving averages
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    self-similarity parameter estimators
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    stable distributions
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    wavelets
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