"The k-factor GARMA Process with Infinite Variance Innovations."

Abdou Kâ Diongue, Mor Ndongo (2016)

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DOI: 10.1080/03610918.2013.824095

access: closed

type: Journal Article

metadata version: 2020-05-10

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Abdou Kâ Diongue, Mor Ndongo:
The k-factor GARMA Process with Infinite Variance Innovations. Commun. Stat. Simul. Comput. 45(2): 420-437 (2016)

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