Moving Averages of Random Vectors with Regularly Varying Tails
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Publication:2703261
DOI10.1111/1467-9892.00187zbMath0957.62080OpenAlexW2004611555MaRDI QIDQ2703261
Mark M. Meerschaert, Hans-Peter Scheffler
Publication date: 1 March 2001
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00187
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
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