On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence (Q2317312): Difference between revisions

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+On roughness indices for fractional fields
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+On \(\rho\)-mixing except on small sets
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+A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
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+The sample autocorrelations of heavy-tailed processes with applications to ARCH
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+The asymptotic distribution of serial covariances
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+Fractional Lévy processes with an application to long memory moving average processes
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+Spectral representations of infinitely divisible processes
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