On the empirical measure of the Fourier coefficients with infinite variance data

Keith Knight

Statistics & Probability Letters, 1991, vol. 12, issue 2, 109-117

Abstract: A result of Freedman and Lane concerning the behaviour of the empirical distribution of Fourier coefficients with infinite variance random variables is extended is extended to include arbitrary random variables in the domain of attraction of an infinite variance stable law. A probabilistic proof of this result is given which permits a more explicit representation of the limiting random probability measure.

Keywords: Empirical; measures; Fourier; coefficients; stable; laws; weak; convergence; random; measures (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (3)

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