Properties of spectral covariance for linear processes with infinite variance

DOI10.1007/s10986-014-9242-zzbMath1327.60044OpenAlexW1984462569MaRDI QIDQ406614

Julius Damarackas, Vygantas Paulauskas

Publication date: 8 September 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-014-9242-z

zbMATH Keywords

stochastic integralsmeasures of dependencerandom linear processesstable random vectors

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random fields (60G60) Stable stochastic processes (60G52)

Related Items

Spectral covariance and limit theorems for random fields with infinite variance, Some remarks on definitions of memory for stationary random processes and fields, Multivariate \(\alpha\)-stable distributions: VAR(1) processes, measures of dependence and their estimations, Measures of Cross‐Dependence for Bidimensional Periodic AR(1) Model with α‐Stable Distribution, Series representation of jointly \(S \alpha S\) distribution via symmetric covariations, Stable limits for associated regularly varying sequences, Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation, Long range dependence for stable random processes

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