The sample autocorrelations of heavy-tailed processes with applications to ARCH (Q1807140)

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The sample autocorrelations of heavy-tailed processes with applications to ARCH
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    The sample autocorrelations of heavy-tailed processes with applications to ARCH (English)
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    9 November 1999
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    point process
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    vague convergence
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    multivariate regular variation
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    stationary process
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    heavy tail
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    sample autocovariance
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    sample autocorrelation
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    finance
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    mixing condition
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    ARCH processes
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