Rosadi, Dedi; Deistler, Manfred Estimating the codifference function of linear time series models with infinite variance. (English) Zbl 1213.62143 Metrika 73, No. 3, 395-429 (2011). MSC: 62M10 62M09 62E20 65C60 62P05 62F12 PDFBibTeX XMLCite \textit{D. Rosadi} and \textit{M. Deistler}, Metrika 73, No. 3, 395--429 (2011; Zbl 1213.62143) Full Text: DOI
Eichler, Michael A frequency-domain based test for non-correlation between stationary time series. (English) Zbl 1106.62096 Metrika 65, No. 2, 133-157 (2007). MSC: 62M10 62G10 62G20 PDFBibTeX XMLCite \textit{M. Eichler}, Metrika 65, No. 2, 133--157 (2007; Zbl 1106.62096) Full Text: DOI