Regularity and Minimality of Infinite Variance Processes Academic Article uri icon

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.

published proceedings

  • Journal of Theoretical Probability

author list (cited authors)

  • Cheng, R., Miamee, A. G., & Pourahmadi, M.

citation count

  • 9

complete list of authors

  • Cheng, R||Miamee, AG||Pourahmadi, M

publication date

  • January 2000