Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667)

From MaRDI portal
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
    0 references
    0 references
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references