Regularity and Minimality of Infinite Variance Processes
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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.
Journal of Theoretical Probability
author list (cited authors)
Cheng, R., Miamee, A. G., & Pourahmadi, M.
complete list of authors
Cheng, R||Miamee, AG||Pourahmadi, M