Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793): Difference between revisions

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-Rong Mao Zhang
@@ Property / author: Rong Mao Zhang / rank @@
-Normal rank
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+Rong Mao Zhang
@@ Property / author: Rong Mao Zhang / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmva.2013.04.007
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@@ Property / OpenAlex ID @@
+W2063748808
@@ Property / OpenAlex ID: W2063748808 / rank @@
+Normal rank
@@ Property / cites work @@
+Regular variation of GARCH processes.
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS
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+Limit theory for a general class of GARCH models with just barely infinite variance
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