@article{CRMATH_2004__339_6_435_0, author = {Diongue, Abdou K\^a and Gu\'egan, Dominique}, title = {Estimating parameters of a \protect\emph{k}-factor {GIGARCH} process}, journal = {Comptes Rendus. Math\'ematique}, pages = {435--440}, year = {2004}, publisher = {Elsevier}, volume = {339}, number = {6}, doi = {10.1016/j.crma.2004.07.014}, language = {en}, url = {https://www.numdam.org/articles/10.1016/j.crma.2004.07.014/} }