Hidden regular variation of moving average processes with heavy-tailed innovations (Q5245629): Difference between revisions

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Latest revision as of 22:35, 9 July 2024

scientific article; zbMATH DE number 6425000
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English
Hidden regular variation of moving average processes with heavy-tailed innovations
scientific article; zbMATH DE number 6425000

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    Hidden regular variation of moving average processes with heavy-tailed innovations (English)
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    14 April 2015
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    moving average processes
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    multivariate heavy tail
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    hidden regular variation
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