Almost sure limit theorems for the maxima of stochastic volatility models (Q5086638): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 18:44, 5 March 2024
scientific article; zbMATH DE number 7553837
Language | Label | Description | Also known as |
---|---|---|---|
English | Almost sure limit theorems for the maxima of stochastic volatility models |
scientific article; zbMATH DE number 7553837 |
Statements
Almost sure limit theorems for the maxima of stochastic volatility models (English)
0 references
6 July 2022
0 references
almost sure limit theorem
0 references
maxima
0 references
stationary Gaussian sequences
0 references
stochastic volatility models
0 references