Spectral estimates and stable processes

Claudia Klüppelberg and Thomas Mikosch

Stochastic Processes and their Applications, 1993, vol. 47, issue 2, 323-344

Abstract: Let be a discrete time moving average process based on i.i.d. symmetric random variables {Zt} with a common distribution function from the domain of normal attraction of a p-stable law (0

Keywords: moving; average; processes; general; linear; model; stable; processes; stable; laws; spectral; estimate; periodogram; characteristic; function; spectral; measure (search for similar items in EconPapers)
Date: 1993
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Citations: View citations in EconPapers (8)

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