Spectral estimates and stable processes

Stochastic Processes and their Applications

Volumn 47, Issue 2, 1993, Pages 323-344

  Klüppelberg, Claudia ^a   Mikosch, Thomas ^a  

^a ETH ZURICH   (Switzerland)

Author keywords

characteristic function; general linear model; moving average processes; periodogram; spectral estimate; spectral measure; stable laws; stable processes

Indexed keywords

EID: 38249001729     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(93)90021-U     Document Type: Article

References (19)

1. Prediction of stable processes: spectral and moving average representations
2. Limit theory for moving averages of random variables with regularly varying tail probabilities
3. Limit theory for the sample covariance and correlation functions of moving averages
4. Discrete-time stable processes and their certain properties
5. Harmonizable stable processes
6. Remarks on Banach spaces of stable type
7. Extrema of skewed stable processes
8. Some structure theorems for the symmetric stable laws
9. A weak invariance principle with applications to domains of attraction
10. On boundedness and convergence of some Banach space valued random series
11. Über die Gleichverteilung von Zahlen mod