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Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations - MaRDI portal

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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