Properties of spectral covariance for linear processes with infinite variance (Q406614): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60E07 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G52 / rank | |||
Normal rank | |||
| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G60 / rank | |||
Normal rank | |||
| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6341459 / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stable random vectors | |||
| Property / zbMATH Keywords: stable random vectors / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
measures of dependence | |||
| Property / zbMATH Keywords: measures of dependence / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
random linear processes | |||
| Property / zbMATH Keywords: random linear processes / rank | |||
Normal rank | |||
| Property / zbMATH Keywords | |||
stochastic integrals | |||
| Property / zbMATH Keywords: stochastic integrals / rank | |||
Normal rank | |||
Revision as of 17:36, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of spectral covariance for linear processes with infinite variance |
scientific article |
Statements
Properties of spectral covariance for linear processes with infinite variance (English)
0 references
8 September 2014
0 references
stable random vectors
0 references
measures of dependence
0 references
random linear processes
0 references
stochastic integrals
0 references
