CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST     2011 27 (6):  642-656    ISSN: 1001-4268:  CN: 31-1256

State Space Estimation for Long Memory ARFIMA-GARCH Models
Wang Lihong,Gu Chengzu
Nanjing University
Received null  Revised null  Online 2011-12-26
Reference  

Corresponding author: Wang Lihong