Weak Convergence of the function-indexed integrated periodogram for infinite variance processes
| Year of publication: |
2010
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|---|---|
| Authors: | Can, S.U. ; Mikosch, T. ; Samorodnitsky, G. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Bernoulli (2010), v.16, nr.4, p.995-1015 |
| Source: |
Persistent link: https://www.econbiz.de/10011087818