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Serge Cohen

  1. A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
    2012/06/14 by Serge Cohen, Alexander Lindner, Cohen, Serge +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics