Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509): Difference between revisions
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Revision as of 18:58, 5 March 2024
scientific article; zbMATH DE number 6139562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances |
scientific article; zbMATH DE number 6139562 |
Statements
Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (English)
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28 February 2013
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heavy tails
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long-range dependence
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sample autocovariance
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