Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793)
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scientific article; zbMATH DE number 6244502
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| English | Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations |
scientific article; zbMATH DE number 6244502 |
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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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0.7703465223312378
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0.7372636198997498
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0.7105314135551453
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0.7077260613441467
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