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.
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Cheng, R., Miamee, A.G. & Pourahmadi, M. Regularity and Minimality of Infinite Variance Processes. Journal of Theoretical Probability 13, 1115–1122 (2000). https://doi.org/10.1023/A:1007874226636
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DOI: https://doi.org/10.1023/A:1007874226636