Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
1109.5298
Cited By
v1
v2 (latest)
Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances
24 September 2011
Rafal Kulik
P. Soulier
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"Limit theorems for long memory stochastic volatility models with infinite variance: Partial Sums and Sample Covariances"
1 / 1 papers shown
Title
Sample autocovariances of long-memory time series
Lajos Horváth
P. Kokoszka
108
29
0
14 May 2008
1