Infinite variance stable moving averages with long memory
研究具有稳定非高斯新息和正则变化系数的无限方差移动平均过程的长记忆性质，分析其协差和协变两种依赖测度的渐近行为。
We investigate the notion of long memory for infinite variance moving averages with stable non-Gaussian innovations and regularly varying coefficients. Regularly varying coefficients decay to zero like jPL(j) as j → ∞, where L is a slowly varying function. We study the asymptotic behavior of two measures of dependence, the codifference and the covariation, which are extensions of the covariance.