Weak convergence of the function-indexed integrated periodogram for infinite variance processes (Q627284)
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scientific article; zbMATH DE number 5858606
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| English | Weak convergence of the function-indexed integrated periodogram for infinite variance processes |
scientific article; zbMATH DE number 5858606 |
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Weak convergence of the function-indexed integrated periodogram for infinite variance processes (English)
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28 February 2011
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asymptotic theory
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empirical spectral distribution
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entropy
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integrated periodogram
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linear process
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random quadratic form
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spectral analysis
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stable process
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time series
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weighted integrated periodogram
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0.8925264
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0.89041746
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0.8770573
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0.86326647
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