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Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series


  • Sana Louhichi
  • Philippe Soulier


No abstract is available for this item.

Suggested Citation

  • Sana Louhichi & Philippe Soulier, 2000. "Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series," Statistical Inference for Stochastic Processes, Springer, vol. 3(1), pages 31-40, January.
  • Handle: RePEc:spr:sistpr:v:3:y:2000:i:1:p:31-40 DOI: 10.1023/A:1009985318510

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    References listed on IDEAS

    1. Marc Hallin & Madan Lal Puri, 1994. "Aligned rank tests for linear models with autocorrelated errors," ULB Institutional Repository 2013/2045, ULB -- Universite Libre de Bruxelles.
    2. Swensen, Anders Rygh, 1985. "The asymptotic distribution of the likelihood ratio for autoregressive time series with a regression trend," Journal of Multivariate Analysis, Elsevier, vol. 16(1), pages 54-70, February.
    3. Rudolf Beran, 1976. "Adaptive estimates for autoregressive processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 28(1), pages 77-89, December.
    4. Marc Hallin & Bas Werker, 1998. "Optimal testing for semiparametric autoregressive models: from Gaussian Lagrange multipliers to regression rank scores and adaptive tests," ULB Institutional Repository 2013/2221, ULB -- Universite Libre de Bruxelles.
    5. Drost, F.C. & Klaassen, C.A.J. & Werker, B.J.M., 1994. "Adaptive estimation in time-series models," Discussion Paper 1994-88, Tilburg University, Center for Economic Research.
    6. Hallin, M. & Puri, M. L., 1994. "Aligned Rank Tests for Linear Models with Autocorrelated Error Terms," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 175-237, August.
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