Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509)
From MaRDI portal
scientific article; zbMATH DE number 6139562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances |
scientific article; zbMATH DE number 6139562 |
Statements
Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (English)
0 references
28 February 2013
0 references
heavy tails
0 references
long-range dependence
0 references
sample autocovariance
0 references
0 references
0 references
0 references
0 references
0 references
