Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2106783049 / rank | |||
Normal rank |
Latest revision as of 22:17, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Point process convergence of stochastic volatility processes with application to sample autocorrelation |
scientific article |
Statements
Point process convergence of stochastic volatility processes with application to sample autocorrelation (English)
0 references
15 October 2003
0 references
vague convergence
0 references
regular variation
0 references
mixing condition
0 references
financial time series
0 references