On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843): Difference between revisions
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Revision as of 01:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On functional limits of short- and long-memory linear processes with GARCH(1,1) noises |
scientific article |
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On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (English)
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30 January 2015
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functional limits
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linear processes
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GARCH(1,1) noises
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short memory
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long memory
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\(\alpha\)-stable processes
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Brownian motions
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Rosenblatt process
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