The sample ACF of a simple bilinear process
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Publication:1613623
DOI10.1016/S0304-4149(99)00013-7zbMath0997.60012MaRDI QIDQ1613623
Richard A. Davis, Bojan Basrak, Thomas Mikosch
Publication date: 29 August 2002
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00013-7
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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