On Quotients of Moving Average Processes with Infinite Mean

DOI10.2307/2041620zbMath0366.60032MaRDI QIDQ4142396

Marek Kanter

Publication date: 1976

Full work available at URL: https://doi.org/10.2307/2041620

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

46E30: Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.)

60F15: Strong limit theorems

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Cites Work

• Regression and autoregression with infinite variance
• A Note on Sums of Independent Random Variables with Infinite First Moment
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