Sample correlation behavior for the heavy tailed general bilinear process

Communications in Statistics. Part C: Stochastic Models

Volumn 16, Issue 2, 2000, Pages 233-258

  Resnick, Sidney ^a   Van Den Berg, Eric ^b  

^a Department of Population Medicine and Diagnostic Sciences   (United States)

^b TELCORDIA TECHNOLOGIES   (United States)

Author keywords

Bilinear process; Heavy tails; Model selection; Point processes; Sample correlation; Time series

Indexed keywords

EID: 0043251778     PISSN: 08820287     EISSN: None     Source Type: Journal    
DOI: 10.1080/15326340008807586     Document Type: Article

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