The moments of first order Log-ACD models

Luc Bauwens, Fausto Galli, Pierre Giot

    Research output: Contribution in Book/Catalog/Report/Conference proceedingChapter

    Original languageEnglish
    Title of host publicationModeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling
    EditorsInstitute of, Statistical Mathematics
    Pages213-237
    Number of pages25
    Publication statusPublished - 2002

    Cite this

    Bauwens, L., Galli, F., & Giot, P. (2002). The moments of first order Log-ACD models. In I. of, & S. Mathematics (Eds.), Modeling Seasonality and Periodicity, Proceedings of the 3rd International Symposium on Frontiers of Time Series Modeling (pp. 213-237)