Abstract
or a particular conditionally heteroscedastic nonlinear (ARCH) process for which the conditional variance of the observable sequence
Citation
Liudas Giraitis. Peter M. Robinson. Donatas Surgailis. "A model for long memory conditional heteroscedasticity." Ann. Appl. Probab. 10 (3) 1002 - 1024, August 2000. https://doi.org/10.1214/aoap/1019487516
Information