Kernel estimation for quadratic functional of long memory linear processes with infinite variance

Hui Liu and Fangjun Xu

Journal of Nonparametric Statistics, 2025, vol. 37, issue 4, 1131-1151

Abstract: Let $ X=\{X_n: n\in \mathbb {N}\} $ X={Xn:n∈N} be a long memory linear process with innovations in the domain of attraction of an α-stable law $ (0 \lt \alpha \leq 2) $ (0

Date: 2025
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DOI: 10.1080/10485252.2024.2443733

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