ARCH-type bilinear models with double long memory

Stochastic Processes and their Applications

Volumn 100, Issue 1-2, 2002, Pages 275-300

  Giraitis, Liudas ^a   Surgailis, Donatas ^b  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

^b VILNIUS UNIVERSITY   (Lithuania)

Author keywords

ARCH processes; Bilinear models; Functional limit theorems; Long memory; Volterra series

Indexed keywords

EID: 0036335516     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(02)00108-4     Document Type: Article

References (30)

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