Perpetuities and asymptotic change-point analysis (Q5953891): Difference between revisions

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+Distribution of the number of visits of a random walk
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+Generalized autoregressive conditional heteroscedasticity
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+Simulating perpetuities
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability
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+Consistency and Asymptotic Normality of the Quasi-Maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) Models
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+On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
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+The power of likelihood ratio and cumulative sum tests for a change in a binomial probability
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