The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables

Stochastic Processes and their Applications

Volumn 66, Issue 1, 1997, Pages 21-40

  Kokoszka, Piotr S ^a   Taqqu, Murad S ^b  

^a UNIVERSITY OF UTAH   (United States)

^b Boston University   (United States)

Author keywords

Linear processes; Long range dependence; Quadratic forms; Stable processes

Indexed keywords

EID: 0031067262     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00123-8     Document Type: Article

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