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Marcinkiewicz Strong Law of Large Numbers for Products of Long Range Dependent and Heavy Tailed Linear Processes
DownloadFall 2019
Classical methods of inference are often rendered inapplicable while dealing with data exhibiting heavy tails, which gives rise to infinite variance and frequent extremes, and long memory, which induces inertia in the data. In this thesis, we develop the Marcinkiewicz Strong Law of Large Numbers...
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