The asymptotic codifference and covariation of log-fractional stable noise

✍ Scribed by Levy, Joshua B.; Taqqu, Murad S.

• Book ID: 122265964
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 429 KB
• Volume: 181
• Category: Article
• ISSN: 0304-4076
• DOI: 10.1016/j.jeconom.2014.02.006