Limit theory for moving averages of random variables with regularly varying tail probabilities
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Publication:1056976
DOI10.1214/aop/1176993074zbMath0562.60026OpenAlexW2003695184MaRDI QIDQ1056976
Richard A. Davis, Sidney I. Resnick
Publication date: 1985
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176993074
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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