Author: Bouette Jean-Christophe Chassagneux Jean-François Sibai David Terron Rémi Charpentier Arthur
Publisher: Springer Publishing Company
ISSN: 1436-3240
Source: Stochastic Environmental Research and Risk Assessment, Vol.20, Iss.3, 2006-04, pp. : 141-151
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Related content
Chaos and Complexity Letters, Vol. , Iss. , 2016-01 ,pp. :
Testing for changes in the mean or variance of long memory processes
Acta Mathematica Sinica, Vol. 26, Iss. 12, 2010-12 ,pp. :
Long memory properties and covariance structure of the EGARCH model
By Surgailis Donatas Viano Marie-Claude
ESAIM: Probability and Statistics, Vol. 6, Iss. issue, 2010-03 ,pp. :
Projective Stochastic Equations and Nonlinear Long Memory
Advances in Applied Probability, Vol. 46, Iss. 4, 2014-12 ,pp. :