Pages that link to "Item:Q2483465"
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The following pages link to On the existence of some ARCH\((\infty)\)processes (Q2483465):
Displayed 7 items.
- Asymptotic theory for fractionally integrated asymmetric power ARCH models (Q452996) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY (Q3181946) (← links)
- AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS (Q3557547) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)