A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares |
scientific article |
Statements
A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (English)
0 references
16 February 2009
0 references
linear ARCH model
0 references
quadratic ARCH model
0 references
long memory
0 references
partial sums
0 references
Lévy stable processes
0 references
fractional Brownian motions
0 references
0 references
0 references
