• Title of article

    Regularity and Minimality of Infinite Variance Processes

  • Author/Authors

    R. Cheng، نويسنده , , A. G. Miamee، نويسنده , , M. Pourahmadi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    -1114
  • From page
    1115
  • To page
    0
  • Abstract
    For stationary processes with infinite variance the notions of covariance and spectrum are not defined. We characterize regularity and minimality of such processes in the spirit of some classical results for second-order processes, namely values of the process forming conditional basis for their spans. Several open problems are discussed.
  • Keywords
    stationary processes , conditional basis , second order processes
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Serial Year
    2000
  • Journal title
    JOURNAL OF THEORETICAL PROBABILITY
  • Record number

    108284