The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140)
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 1359574
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The sample autocorrelations of heavy-tailed processes with applications to ARCH |
scientific article; zbMATH DE number 1359574 |
Statements
The sample autocorrelations of heavy-tailed processes with applications to ARCH (English)
0 references
9 November 1999
0 references
point process
0 references
vague convergence
0 references
multivariate regular variation
0 references
stationary process
0 references
heavy tail
0 references
sample autocovariance
0 references
sample autocorrelation
0 references
finance
0 references
mixing condition
0 references
ARCH processes
0 references
0 references
0 references
0 references
0 references
0.8407872915267944
0 references
0.8339342474937439
0 references
0.8194507956504822
0 references
