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