Bhansali, R. J. Estimation of the impulse response coefficients of a linear process with infinite variance. (English) Zbl 0771.62066 J. Multivariate Anal. 45, No. 2, 274-290 (1993). MSC: 62M10 60G25 62M20 PDFBibTeX XMLCite \textit{R. J. Bhansali}, J. Multivariate Anal. 45, No. 2, 274--290 (1993; Zbl 0771.62066) Full Text: DOI
Bhansali, R. J. Consistent order determination for processes with infinite variance. (English) Zbl 0719.62103 J. R. Stat. Soc., Ser. B 50, No. 1, 46-60 (1988). MSC: 62M10 PDFBibTeX XMLCite \textit{R. J. Bhansali}, J. R. Stat. Soc., Ser. B 50, No. 1, 46--60 (1988; Zbl 0719.62103)