Asymptotic behaviour of the cross-variation of some integral long memory processes

Article (Scientific journals)

Nourdin, Ivan; Zintout, Rola

2016 • In Probability and Mathematical Statistics, 36 (1)

Peer reviewed

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https://hdl.handle.net/10993/19265

cross-variation.pdf

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Disciplines :

Mathematics

Author, co-author :

Nourdin, Ivan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit

Zintout, Rola

External co-authors :

yes

Language :

English

Title :

Asymptotic behaviour of the cross-variation of some integral long memory processes

Publication date :

2016

Journal title :

Probability and Mathematical Statistics

Volume :

Issue :

Peer reviewed :

Peer reviewed

Available on ORBilu :

since 23 December 2014

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Number of downloads

85 (4 by Unilu)