Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes |
scientific article |
Statements
Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (English)
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12 November 2010
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continuous-time GARCH process
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extreme value theory
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generalized Ornstein-Uhlenbeck process
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integrated generalized Ornstein-Uhlenbeck process
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mixing
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point process
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regular variation
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sample autocovariance function
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stochastic recurrence equation
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