Abstract
For the stable moving average process
Citation
Sidney Resnick. Gennady Samorodnitsky. Fang Xue. "How misleading can sample ACFs of stable MAs be? (Very!)." Ann. Appl. Probab. 9 (3) 797 - 817, August 1999. https://doi.org/10.1214/aoap/1029962814
Information