Infinite variance stable moving averages with long memory
type: Item
instance of: scholarly article
title: Infinite variance stable moving averages with long memory
zbMATH Open document ID: 0857.62087
DOI: 10.1016/0304-4076(95)01734-8
author: Murad S. Taqqu
author: Piotr Kokoszka
published in: Journal of Econometrics
publication date: 1997-03-02T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 922046
zbMATH Keywords: time series
zbMATH Keywords: long memory
zbMATH Keywords: infinite variance moving averages
zbMATH Keywords: stable non-Gaussian innovations
zbMATH Keywords: regularly varying coefficients
zbMATH Keywords: measures of dependence
zbMATH Keywords: codifference
zbMATH Keywords: covariation
MaRDI profile type: Publication
full work available at URL: 0304-4076(95)01734-8
OpenAlex ID: W2064773114
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description: scientific article; zbMATH DE number 922046