Citation: Kulik, Rafal et Soulier, Philippe, Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances, Advances in applied probability , 44(4), 2012, pp. 1113-1141
Authors:
Douc, Randal
Fort, Gersende
Moulines, Eric
Soulier, Philippe
Citation: Douc, Randal et al., Practical drift conditions for subgeometric rates of convergence, Annals of applied probability , 14(3), 2004, pp. 1353-1377