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

@@ Property / cites work @@
+Q5436594
@@ Property / cites work: Q5436594 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738733
@@ Property / cites work: Q2738733 / rank @@
+Normal rank
@@ Property / cites work @@
+On roughness indices for fractional fields
@@ Property / cites work: On roughness indices for fractional fields / rank @@
+Normal rank
@@ Property / cites work @@
+On \(\rho\)-mixing except on small sets
@@ Property / cites work: On \(\rho\)-mixing except on small sets / rank @@
+Normal rank
@@ Property / cites work @@
+Q5293978
@@ Property / cites work: Q5293978 / rank @@
+Normal rank
@@ Property / cites work @@
+A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
+Normal rank
@@ Property / cites work @@
+The sample autocorrelations of heavy-tailed processes with applications to ARCH
+Normal rank
@@ Property / cites work @@
+Q5346030
@@ Property / cites work: Q5346030 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3399435
@@ Property / cites work: Q3399435 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of serial covariances
@@ Property / cites work: The asymptotic distribution of serial covariances / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Lévy processes with an application to long memory moving average processes
+Normal rank
@@ Property / cites work @@
+Spectral representations of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+Q3319466
@@ Property / cites work: Q3319466 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank