Sample correlations of infinite variance time series models: An empirical and theoretical study.
Cohen, Jason ; Resnick, Sidney ; Samorodnitsky, Gennady
Journal of Applied Mathematics and Stochastic Analysis, Tome 11 (1998), p. 255-282 / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 1998-01-01
DOI : https://doi.org/10.1155/S1048953398000227
EUDML-ID : urn:eudml:doc:48208 
@article{01221903,
     title = {Sample correlations of infinite variance time series models: An empirical and theoretical study.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {11},
     year = {1998},
     pages = {255-282},
     doi = {10.1155/S1048953398000227},
     zbl = {0919.62104},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01221903}
}

Cohen, Jason; Resnick, Sidney; Samorodnitsky, Gennady. Sample correlations of infinite variance time series models: An empirical and theoretical study.. Journal of Applied Mathematics and Stochastic Analysis, Tome 11 (1998) pp. 255-282. doi : 10.1155/S1048953398000227. http://gdmltest.u-ga.fr/item/01221903/