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Moving Averages of Random Vectors with Regularly Varying Tails

Journal of Time Series Analysis, 21(3): 297--328, 2000.
Authors: Mark M. Meerschaert and Hans-Peter Scheffler
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00187
Tags: imported
| URL | BibTeX  
@article{Meerschaert2000,
title = {Moving Averages of Random Vectors with Regularly Varying Tails},
author = {Mark M. Meerschaert and Hans-Peter Scheffler},
day = {122},
journal = {Journal of Time Series Analysis},
month = {May},
note = {doi: 10.1111/1467-9892.00187},
number = {3},
pages = {297--328},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1467-9892.00187},
volume = {21},
year = {2000},
keywords = {imported }
}