Sample correlation behavior for the heavy tailed general bilinear process
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Publication:4484845
DOI10.1080/15326340008807586zbMath0955.60028MaRDI QIDQ4484845
Eric Van den Berg, Sidney I. Resnick
Publication date: 21 February 2001
Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9094
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
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