Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284): Difference between revisions

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Weak convergence of the function-indexed integrated periodogram for infinite variance processes
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    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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