How misleading can sample ACFs of stable MAs be? (Very!)
type: Item
instance of: scholarly article
title: How misleading can sample ACFs of stable MAs be? (Very!)
zbMATH Open document ID: 0959.62076
author: Gennady Samorodnitsky
author: Fang Xue
author: Sidney I. Resnick
published in: The Annals of Applied Probability
publication date: 2000-09-04T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 1500262
zbMATH Keywords: heavy tails
zbMATH Keywords: sample correlation
zbMATH Keywords: stable process
zbMATH Keywords: ARMA processes
zbMATH Keywords: infinite variance
zbMATH Keywords: moving average
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aoap/1029962814
OpenAlex ID: W2073521040
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DOI: 10.1214/AOAP/1029962814
description: scientific article; zbMATH DE number 1500262