The asymptotic codifference and covariation of log-fractional stable noise
Levy, Joshua B., Taqqu, Murad S.Volume:
181
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.02.006
Date:
July, 2014
File:
PDF, 429 KB
english, 2014