3 results
Linear prediction of long-range dependent time series
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- Journal:
- ESAIM: Probability and Statistics / Volume 13 / July 2009
- Published online by Cambridge University Press:
- 26 March 2009, pp. 115-134
- Print publication:
- July 2009
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Long memory properties and covariance structure of the EGARCH model
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- Journal:
- ESAIM: Probability and Statistics / Volume 6 / 2002
- Published online by Cambridge University Press:
- 15 November 2002, pp. 311-329
- Print publication:
- 2002
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Power-law correlations, related models for long-range dependence and their simulation
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- Journal:
- Journal of Applied Probability / Volume 37 / Issue 4 / December 2000
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1104-1109
- Print publication:
- December 2000
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