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- W61409571 abstract "For a symmetric a-stable random vector (XI, .. ., X,, X,+ ,) with 1 < a < 2 and spectral measure r, we find a necessary and sufficient condition in terms of r for the conditional variance Var(X,+l 1 XI, . . . , XJ to be finite. We express the conditional vari- ance in terms of r, and we develop an additivity property when X,, . . . , X, are independent. These results are then applied to stable processes: scale mixtures of Gaussian processes, harmonizable and moving averages." @default.
- W61409571 created "2016-06-24" @default.
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- W61409571 date "1995-01-01" @default.
- W61409571 modified "2023-09-27" @default.
- W61409571 title "C0MP)ITIONA.L VARIANCE FOR STABLE RANDOM VECTORS" @default.
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