Periodic moving averages of random variables with regularly varying tails

DOI10.1214/aos/1031833673zbMath0900.62488OpenAlexW1979861982MaRDI QIDQ1359424

Paul L. Anderson, Mark M. Meerschaert

Publication date: 18 August 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1031833673

zbMATH Keywords

regular variationmoving averagesautocorrelationautocovariancedomains of attraction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)

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