Infinite variance stable moving averages with long memory (Q1922360)
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scientific article; zbMATH DE number 922046
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| English | Infinite variance stable moving averages with long memory |
scientific article; zbMATH DE number 922046 |
Statements
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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0.8933866
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0.8872106
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0.88051265
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