Publication:3727187
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zbMath0595.62090MaRDI QIDQ3727187
Richard A. Davis, Sidney I. Resnick
Publication date: 1986
stable law; infinite variance; model; large sample properties; infinite moving average; sample autocorrelation function
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
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