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The Variance of Sample Autocorrelations: Does Barlett's Formula Work With ARCH Data?
Kokoszka, Piotr S., (2008)
The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables
Kokoszka, Piotr S., (1997)
Infinite variance stable moving averages with long memory
Kokoszka, Piotr S., (1996)