Long Memory in Nonlinear Processes

DOI10.1007/0-387-36062-X_10zbMath1187.62141arXiv0706.1836MaRDI QIDQ3416892

Philippe Soulier, Clifford M. Hurvich, Meng-Chen Hsieh, Rohit S. Deo

Publication date: 9 January 2007

Published in: Lecture Notes in Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.1836

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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