Diagnostic checking in linear processes with infinite variance
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Publication:1600532
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
- A Method for Simulating Stable Random Variables
- Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
- Limit theory for moving averages of random variables with regularly varying tail probabilities
- Limit theory for the sample covariance and correlation functions of moving averages
- Modeling asset returns with alternative stable distributions*
- The asymptotic null distribution of the Box-Pierce \(\mathcal Q\)-statistic for random variables with infinite variance. An application to German stock returns
- Time series: theory and methods.
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