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Asymptotic behaviour of the cross-variation of some integral long memory processes - 2016
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Article (Scientific journals)
Asymptotic behaviour of the cross-variation of some integral long memory processes
NOURDIN, Ivan
;
Zintout, Rola
2016
•
In
Probability and Mathematical Statistics, 36
(1)
Peer reviewed
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https://hdl.handle.net/10993/19265
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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 :
36
Issue :
1
Peer reviewed :
Peer reviewed
Available on ORBilu :
since 23 December 2014
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