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BibTeX entry
@Article{Davis:1998:SAH,
author = "Richard A. Davis and Thomas Mikosch",
title = "The sample autocorrelations of heavy-tailed processes
with applications to {ARCH}",
journal = j-ANN-STAT,
volume = "26",
number = "5",
pages = "2049--2080",
month = oct,
year = "1998",
CODEN = "ASTSC7",
DOI = "https://doi.org/10.1214/aos/1024691368",
ISSN = "0090-5364 (print), 2168-8966 (electronic)",
ISSN-L = "0090-5364",
bibdate = "Wed Jun 4 06:40:39 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/annstat1990.bib",
URL = "http://projecteuclid.org/euclid.aos/1024691368",
acknowledgement = ack-nhfb,
fjournal = "Annals of Statistics",
journal-URL = "http://projecteuclid.org/all/euclid.aos/",
}
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