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The Empirical Process for Bivariate Sequences with Long Memory

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  • D. Marinucci

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  • D. Marinucci, 2005. "The Empirical Process for Bivariate Sequences with Long Memory," Statistical Inference for Stochastic Processes, Springer, vol. 8(2), pages 205-223, September.
    • Handle: RePEc:spr:sistpr:v:8:y:2005:i:2:p:205-223
    DOI: 10.1007/s11203-004-2790-9
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    References listed on IDEAS

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    1. Peter M Robinson, 2001. "The Memory of Stochastic Volatility Models," STICERD - Econometrics Paper Series 410, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
    2. Remigijus Leipus & Marie‐Claude Viano, 2000. "Modelling Long‐memory Time Series with Finite or Infinite Variance: a General Approach," Journal of Time Series Analysis, Wiley Blackwell, vol. 21(1), pages 61-74, January.
    3. Robinson, P. M., 2001. "The memory of stochastic volatility models," Journal of Econometrics, Elsevier, vol. 101(2), pages 195-218, April.
    4. Robinson, Peter M., 2001. "The memory of stochastic volatility models," LSE Research Online Documents on Economics 2298, London School of Economics and Political Science, LSE Library.
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    Cited by:

    1. Bücher, Axel & Volgushev, Stanislav, 2013. "Empirical and sequential empirical copula processes under serial dependence," Journal of Multivariate Analysis, Elsevier, vol. 119(C), pages 61-70.

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