مرکز منطقه ای اطلاع رساني علوم و فناوري - Nonlinear time series with long memory: a model for stochastic volatility

Title of article :

Nonlinear time series with long memory: a model for stochastic volatility

Author/Authors :

Peter M. Robinson، نويسنده , , Paolo Zaffaroni، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1998

Pages :

From page :

359

To page :

371

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

1998

Journal title :

Journal of Statistical Planning and Inference

Record number :

218504

Link To Document :