Infinite variance stable moving averages with long memory (Q1922360)

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Infinite variance stable moving averages with long memory
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    Infinite variance stable moving averages with long memory (English)
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    2 March 1997
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    time series
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    long memory
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    infinite variance moving averages
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    stable non-Gaussian innovations
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    regularly varying coefficients
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    measures of dependence
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    codifference
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    covariation
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