Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations |
scientific article |
Statements
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (English)
0 references
13 January 2014
0 references
linear processes
0 references
quadratic forms
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
