Modèles autorégressifs explosifs avec bruit longue mémoire
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Publication:4495519
DOI10.1016/S0764-4442(00)00292-5zbMath0966.62054MaRDI QIDQ4495519
Publication date: 17 August 2001
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)