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
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation |
scientific article |
Statements
Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (English)
0 references
6 February 2008
0 references
covariance
0 references
dependence measures
0 references
linear fractional stable motion
0 references
moving averages
0 references
self-similarity parameter estimators
0 references
stable distributions
0 references
wavelets
0 references
