The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:18, 1 February 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)
0 references
9 November 1999
0 references
point process
0 references
vague convergence
0 references
multivariate regular variation
0 references
stationary process
0 references
heavy tail
0 references
sample autocovariance
0 references
sample autocorrelation
0 references
finance
0 references
mixing condition
0 references
ARCH processes
0 references
