Open AccessBounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation
Author(s) -
Vladas Pipiras,
Murad S. Taqqu,
Patrice Abry
Publication year - 2007
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/q5pz-mg67
Subject(s) - covariance , central limit theorem , mathematics , wavelet , limit (mathematics) , variance (accounting) , covariance function , random variable , estimation , statistics , econometrics , computer science , mathematical analysis , artificial intelligence , engineering , economics , accounting , systems engineering