"Limit theory of quadratic forms of long-memory linear processes with ..."

Ngai Hang Chan, Rongmao Zhang (2013)

> Home

Details and statistics

DOI: 10.1016/J.JMVA.2013.04.007

access: open

type: Journal Article

metadata version: 2024-02-20

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/ma/ChanZ13
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ma/ChanZ13
Ngai Hang Chan, Rongmao Zhang:
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations. J. Multivar. Anal. 120: 18-33 (2013)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.