Kokoszka, Piotr S.; Taqqu, Murad S. - In: Stochastic Processes and their Applications 66 (1997) 1, pp. 21-40
Suppose that Xt = [summation operator][infinity]j=0cjZt-j is a stationary linear sequence with regularly varying cj's and with innovations {Zj} that have infinite variance. Such a sequence can exhibit both high variability and strong dependence. The quadratic form 89 plays an important role in...
