The maximum of the periodogram for a heavy-tailed sequence. (Q1872524)
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English | The maximum of the periodogram for a heavy-tailed sequence. |
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The maximum of the periodogram for a heavy-tailed sequence. (English)
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6 May 2003
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periodogram
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discrete Fourier transform
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stable random variable
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stable process
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stochastic integral
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infinite variance
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linear process
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point process convergence
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