The moments of first order Log-ACD models

Luc Bauwens, Fausto Galli, Pierre Giot

Research output: Contribution in Book/Catalog/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling
Editors	Institute of, Statistical Mathematics
Pages	213-237
Number of pages	25
Publication status	Published - 2002

Cite this

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title = "The moments of first order Log-ACD models",

author = "Luc Bauwens and Fausto Galli and Pierre Giot",

note = "Publication editors : Institute of Statistical Mathematics, Tokyo",

year = "2002",

language = "English",

pages = "213--237",

editor = "Institute of and Statistical Mathematics",

booktitle = "Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling",

}

TY - CHAP

T1 - The moments of first order Log-ACD models

AU - Bauwens, Luc

AU - Galli, Fausto

AU - Giot, Pierre

N1 - Publication editors : Institute of Statistical Mathematics, Tokyo

PY - 2002

Y1 - 2002

M3 - Chapter

SP - 213

EP - 237

BT - Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling

A2 - of, Institute

A2 - Mathematics, Statistical

ER -