Sample Cross-correlations for Moving Averages with Regularly Varying Tails (Q2744936)

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Sample Cross-correlations for Moving Averages with Regularly Varying Tails
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    Sample Cross-correlations for Moving Averages with Regularly Varying Tails (English)
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    9 October 2001
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    asymptotic distributions
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    covariance
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    heavy-tailed distributions
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