Asymptotics of empirical processes of long memory moving averages with infinite variance

By Hira L. Koul, Donatas Surgailis. 2001

50 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6a6ddcbadafd922b1531565e24c52328943e66ea