The maximum of the periodogram for a heavy-tailed sequence

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http://hdl.handle.net/1813/9090
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Author
Mikosch, T.; Resnick, S.; Samorodnitsky, G.
Abstract
The maximum of the periodogram for a heavy-tailed sequence
Date Issued
1997-10
Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1206
Type
Technical Report

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