Limit theory of quadratic forms of long-memory linear...

Journal of Multivariate Analysis 2013 / 9 Vol. 120

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

Chan, Ngai Hang, Zhang, Rong-Mao
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Volume:
120
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2013.04.007
Date:
September, 2013
File:
PDF, 457 KB
english, 2013
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