Sample correlations of infinite variance time series models: An empirical and theoretical study
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Publication:1271243
DOI10.1155/S1048953398000227zbMath0919.62104MaRDI QIDQ1271243
Gennady Samorodnitsky, Sidney I. Resnick, Jason Cohen
Publication date: 16 August 1999
Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/48208
60E07: Infinitely divisible distributions; stable distributions
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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