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Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances
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Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances

Rafal Kulik
P. Soulier
ArXiv (abs)PDFHTML

Papers citing "Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances"

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Title
Sample autocovariances of long-memory time series
Sample autocovariances of long-memory time series
Lajos Horváth
P. Kokoszka
108
29
0
14 May 2008