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How Misleading Can Sample acfs of Stable MAs Be? (Very!)
Sidney Resnick, Gennady Samorodnitsky and Fang XueVolume:
9
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.2307/2667283
Date:
August, 1999
File:
PDF, 1.42 MB
english, 1999