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"Hidden regular variation of moving average processes with heavy-tailed ..."

Sidney I. Resnick, Joyjit Roy (2014)

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DOI: 10.1017/S002190020002132X

access: closed

type: Journal Article

metadata version: 2020-04-16

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Sidney I. Resnick, Joyjit Roy:
Hidden regular variation of moving average processes with heavy-tailed innovations. J. Appl. Probab. 51(A): 267-279 (2014)

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