Sample cross-correlations for moving averages with regularly varying tails

Journal of Time Series Analysis

Volumn 22, Issue 4, 2001, Pages 481-492

  Meerschaert, Mark M ^a   Scheffler, Hans Peter ^b  

^a UNIVERSITY OF NEVADA   (United States)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Moving averages; Sample cross correlation

Indexed keywords

EID: 0012335406     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9892.00236     Document Type: Article

References (25)

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