Properties of spectral covariance for linear processes with infinite variance (Q406614): Difference between revisions

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+The asymptotic dependence structure of the linear fractional Lévy motion
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+Q4726487
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+Linear Problems in Linear Problems in<i>p</i>th Order and Stable Processes
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+Linear sample spaces and stable processes
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+Estimation and Comparison of Signed Symmetric Covariation Coefficient and Generalized Association Parameter for Alpha-stable Dependence Modeling
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+Fractional ARIMA with stable innovations
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+INFINITE VARIANCE STABLE ARMA PROCESSES
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+Infinite variance stable moving averages with long memory
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+Properties of certain symmetric stable distributions
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+Some remarks on multivariate stable distributions
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+Aggregation of a random-coefficient ar(1) process with infinite variance and idiosyncratic innovations
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+Brownian distance covariance
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+Measuring and testing dependence by correlation of distances
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