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
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