On the existence of some ARCH($∊fty$) processes

Roueff, Francois, Douc, Randal, Roueff, François, Soulier, Philippe . Stochastic Processes and their Applications 2008. 118 (5) :755-761

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Bibtex

@article{CIS-234715,
  Author = {Roueff, Francois and Douc, Randal and Roueff, François and Soulier, Philippe},
  Title = {On the existence of some ARCH($∊fty$) processes},
  Journal = {Stochastic Processes and their Applications},
  Volume = {118},
  Number = {5},
  Year = {2008},
  Pages = {755--761},
  Keywords = {Long memory, ARCH processes, Fractionally integrated processes}
}

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