Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (Q2469667)
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scientific article; zbMATH DE number 5232982
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| 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; zbMATH DE number 5232982 |
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Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation (English)
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6 February 2008
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covariance
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dependence measures
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linear fractional stable motion
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moving averages
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self-similarity parameter estimators
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stable distributions
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wavelets
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0.8929591
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0.8868956
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0.8838379
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0.8801365
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0.8766385
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0.87126034
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