Funder
NSFC
China Scholarship Council
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference52 articles.
1. The sample autocorrelation function of non-linear time series;Basrak,2000
2. A functional limit theorem for dependent sequences with infinite variance stable limits;Basrak;Ann. Probab.,2012
3. Regularly varying multivariate time series;Basrak;Stochastic Process. Appl.,2009
4. Regular Variation;Bingham,1987
5. Extremal behavior of diffusions models in finance;Borkovec;Extremes,1998
Cited by
63 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献