Weak convergence of the function-indexed integrated periodogram for infinite variance processes
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
entropytime serieslinear processspectral analysisasymptotic theorystable processempirical spectral distributionintegrated periodogramrandom quadratic formweighted integrated periodogram
Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Inference from stochastic processes and spectral analysis (62M15)
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Cites Work
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