Stoev, Stilian A.; Taqqu, Murad S. Limit theorems for sums of heavy-tailed variables with random dependent weights. (English) Zbl 1134.60028 Methodol. Comput. Appl. Probab. 9, No. 1, 55-87 (2007). Reviewer: Peter Becker-Kern (Dortmund) MSC: 60F17 60G52 60F05 60E07 PDFBibTeX XMLCite \textit{S. A. Stoev} and \textit{M. S. Taqqu}, Methodol. Comput. Appl. Probab. 9, No. 1, 55--87 (2007; Zbl 1134.60028) Full Text: DOI
Avram, Florin; Taqqu, Murad S. Robustness of the \(R/S\) statistic for fractional stable noises. (English) Zbl 0968.62037 Stat. Inference Stoch. Process. 3, No. 1-2, 69-83 (2000). MSC: 62F35 62M10 60G18 62F12 60E07 60F17 PDFBibTeX XMLCite \textit{F. Avram} and \textit{M. S. Taqqu}, Stat. Inference Stoch. Process. 3, No. 1--2, 69--83 (2000; Zbl 0968.62037) Full Text: DOI