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A Journal of Theoretical and Applied Statistics
Volume 51, 2017 - Issue 1: ‘Special Issue in Honour of Paul Doukhan: Selected Papers from the Conference on the Occasion of Paul Doukhan’s 60th Birthday: Dependence, Limit Theorems and Applications’
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Original Articles

A generalized nonlinear model for long memory conditional heteroscedasticity

Ieva GrublytėDépartament de Mathématiques, Université de Cergy Pontoise, Cedex, France;Institute of Mathematics and Informatics, Vilnius University, Vilnius, LithuaniaCorrespondence[email protected]
&
Andrius ŠkarnulisInstitute of Mathematics and Informatics, Vilnius University, Vilnius, Lithuania
Pages 123-140 | Received 28 Aug 2016, Accepted 23 Sep 2016, Published online: 07 Dec 2016

References

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