Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation

Bernoulli

Volumn 13, Issue 4, 2007, Pages 1091-1123

  Pipiras, Vladas ^a   Taqqu, Murad S ^b   Abry, Patrice ^c  

^a UNIVERSITY OF NORTH CAROLINA   (United States)

^b UNIVERSITÉ DE LYON   (France)

^c Boston University   (United States)

Author keywords

Central limit theorem; Covariance; Dependence measures; Linear fractional stable motion; Moving averages; Self similarity parameter estimators; Stable distributions; Wavelets

Indexed keywords

EID: 47249094864     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/07-BEJ6143     Document Type: Article

References (23)

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