Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793): Difference between revisions
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scientific article
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English | Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations |
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Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (English)
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13 January 2014
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linear processes
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quadratic forms
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