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
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
Journal title :
JOURNAL OF THEORETICAL PROBABILITY