How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1500262
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | How misleading can sample ACFs of stable MAs be? (Very!) |
scientific article; zbMATH DE number 1500262 |
Statements
How misleading can sample ACFs of stable MAs be? (Very!) (English)
0 references
4 September 2000
0 references
heavy tails
0 references
sample correlation
0 references
stable process
0 references
ARMA processes
0 references
infinite variance
0 references
moving average
0 references
0 references
0 references
0 references
0.8478785157203674
0 references
0.8165959119796753
0 references
