Conditional Distributions of Mandelbrot–van ness Fractional LÉVY Processes and Continuous‐Time ARMA–GARCH‐Type Models with Long Memory

DOI10.1111/jtsa.12135zbMath1335.62131OpenAlexW1504930908MaRDI QIDQ3466884

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Publication date: 25 January 2016

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12135

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