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A Gini Autocovariance Function for Time Series Modelling |
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| Authors: | Marcel Carcea Robert Serfling |
| Affiliation: | 1. Department of Mathematics, Western New England University, Springfield, MA, USA;2. Department of Mathematical Sciences, University of Texas at Dallas, Richardson, TX, USA |
| Abstract: | |
| Keywords: | Autocovariance function linear time series nonlinear autoregressive Pareto heavy tails Gini covariance JEL. Primary 62M10 Secondary 62N02 |