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Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series

✍ Scribed by Sana Louhichi; Philippe Soulier


Book ID
110284502
Publisher
Springer Netherlands
Year
2000
Tongue
English
Weight
71 KB
Volume
3
Category
Article
ISSN
1387-0874

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infinite variance processes have attracted growing interest in recent years due to its applications in many areas of statistics. For example, ARIMA time series models with infinite variance innovations are widely used in financial modelling. However, little attention has been paid to incorporate inf