Pages that link to "Item:Q1271243"
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The following pages link to Sample correlations of infinite variance time series models: An empirical and theoretical study (Q1271243):
Displaying 5 items.
- How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593) (← links)
- Growth rates of sample covariances of stationary symmetric \(\alpha \)-stable processes associated with null recurrent Markov chains (Q1613597) (← links)
- Empirical Testing Of The Infinite Source Poisson Data Traffic Model (Q4806054) (← links)
- Alternative dependency measures-based approach for estimation of the α–stable periodic autoregressive model (Q6558493) (← links)
- Testing nonlinearity of heavy-tailed time series (Q6643335) (← links)