How misleading can sample ACFs of stable MAs be? (Very!) (Q1578593)
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scientific article; zbMATH DE number 1500262
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How misleading can sample ACFs of stable MAs be? (Very!) |
scientific article; zbMATH DE number 1500262 |
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How misleading can sample ACFs of stable MAs be? (Very!) (English)
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4 September 2000
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heavy tails
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sample correlation
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stable process
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ARMA processes
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infinite variance
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moving average
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