Infinite variance stable moving averages with long memory

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Publication:1922360

DOI10.1016/0304-4076(95)01734-8zbMath0857.62087OpenAlexW2064773114MaRDI QIDQ1922360

Murad S. Taqqu, Piotr S. Kokoszka

Publication date: 2 March 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01734-8




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