Weak convergence of the function-indexed integrated periodogram for infinite variance processes

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Publication:627284

DOI10.3150/10-BEJ253zbMath1207.62173arXiv1011.5062MaRDI QIDQ627284

Gennady Samorodnitsky, Thomas Mikosch, Sami Umut Can

Publication date: 28 February 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.5062




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