Properties of spectral covariance for linear processes with infinite variance (Q406614)
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scientific article; zbMATH DE number 6341459
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| English | Properties of spectral covariance for linear processes with infinite variance |
scientific article; zbMATH DE number 6341459 |
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Properties of spectral covariance for linear processes with infinite variance (English)
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8 September 2014
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stable random vectors
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measures of dependence
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random linear processes
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stochastic integrals
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0.8377140760421753
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0.8304327726364136
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0.7990241050720215
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0.7750711441040039
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