BEJ174
10.3150/08-BEJ174
BEJ0708-003
32
Asymptotic Results for Sample Autocovariance Functions and Extremes of Integrated Generalized Ornstein-Uhlenbeck Processes
Asymptotic results for sample ACF and extremes of IgenOU processes
Vicky
Fasen
Munich University of Technology
fasen@ma.tum.de
http://www.e-publications.org/ims/submission/index.php/BEJ/user/submissionFile/1872?confirm=ad0a5146