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- 3Heavy tails
- 3Linear process
- 3Long-range dependence
- 3Marcinkiewicz strong law of large numbers
- 3Stochastic approximation
Outer Products and Stochastic Approximation Algorithms in a Heavy-tailed and Long-range Dependent SettingDownload
Classical time-series theories are mainly concerned with the statistical analysis of light-tailed and short-range dependent stationary linear processes. Applications in network theory and financial mathematics lead us to consider time series models with heavy tails and long memory. Heavy-tailed...