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Even in this case, the sample autocovariance function (ACF) of \\(X_i\\), namely,  \\[ \\hat\\rho_n(h)=\\{\\sum_{t=1}^{n-h}X_t X_{t+h}\\} \\{\\sum_{t=1}^n X_t^2\\}^{-1} \\]  converges (as \\(n\\to\\infty\\)) to an analogue of ACF for \\(X_j\\):  \\[ \\rho(h)=\\{\\sum_{j=0}^\\infty c_j c_{j+h}\\} \\{\\sum_{j=0}^\\infty c_j^2\\}^{-1}. \\]  For heavy tailed nonlinear series (i.e. if \\(H_0\\) doesn't hold) the empirical ACF does not converge to any fixed number but in many cases it converges to some nondegenerate random variable. The authors propose a test in which estimates of the empirical ACF stability are used as test statistics for \\(H_0\\) and investigate it's 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