Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284): Difference between revisions
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Revision as of 00:48, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak convergence of the function-indexed integrated periodogram for infinite variance processes |
scientific article |
Statements
Weak convergence of the function-indexed integrated periodogram for infinite variance processes (English)
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28 February 2011
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asymptotic theory
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empirical spectral distribution
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entropy
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integrated periodogram
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linear process
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random quadratic form
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spectral analysis
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stable process
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time series
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weighted integrated periodogram
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