The sample ACF of a simple bilinear process

DOI10.1016/S0304-4149(99)00013-7zbMath0997.60012OpenAlexW2038005533MaRDI 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

zbMATH Keywords

point processheavy tailsmixing conditionsbilinear processsample autocorrelation function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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