A LARCH(∞) Vector Valued Process

  • Paul Doukhan
  • Gilles Teyssière
  • Pablo Winant
Part of the Lecture Notes in Statistics book series (LNS, volume 187)


Fractional Brownian Motion Exchange Rate Volatility Bilinear Model Geometric Decay Rosenblatt Process 
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Copyright information

© Springer Science+Business Media, LLC 2006

Authors and Affiliations

  • Paul Doukhan
    • 1
  • Gilles Teyssière
    • 2
  • Pablo Winant
    • 3
  1. 1.Laboratoire de StatistiqueCRESTMalakoffFrance
  2. 2.Statistique Appliquée et MOdélisation StochastiqueUniversité Paris 1, Centre Pierre Mendès FranceParis Cedex 13France
  3. 3.ENS LyonLyonFrance

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