The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140): Difference between revisions
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Revision as of 04:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sample autocorrelations of heavy-tailed processes with applications to ARCH |
scientific article |
Statements
The sample autocorrelations of heavy-tailed processes with applications to ARCH (English)
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9 November 1999
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point process
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vague convergence
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multivariate regular variation
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stationary process
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heavy tail
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sample autocovariance
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sample autocorrelation
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finance
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mixing condition
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ARCH processes
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