Can, Sami Umut; Mikosch, Thomas; Samorodnitsky, Gennady Weak convergence of the function-indexed integrated periodogram for infinite variance processes. (English) Zbl 1207.62173 Bernoulli 16, No. 4, 995-1015 (2010). MSC: 62M15 60F05 62G30 PDFBibTeX XMLCite \textit{S. U. Can} et al., Bernoulli 16, No. 4, 995--1015 (2010; Zbl 1207.62173) Full Text: DOI arXiv
Braverman, Michael; Samorodnitsky, Gennady Symmetric infinitely divisible processes with sample paths in Orlicz spaces and absolute continuity of infinitely divisible processes. (English) Zbl 0934.60009 Stochastic Processes Appl. 78, No. 1, 1-26 (1998). MSC: 60B11 60G17 60E07 PDFBibTeX XMLCite \textit{M. Braverman} and \textit{G. Samorodnitsky}, Stochastic Processes Appl. 78, No. 1, 1--26 (1998; Zbl 0934.60009) Full Text: DOI