Estimating the codifference function of linear time series models with infinite variance
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Volume (Year): 73 (2011)
Issue (Month): 3 (May)
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- Aleksander Janicki & Aleksander Weron, 1994. "Simulation and Chaotic Behavior of Alpha-stable Stochastic Processes," HSC Books, Hugo Steinhaus Center, Wroclaw University of Technology, number hsbook9401, December.
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