Point process convergence of stochastic volatility processes with application to sample autocorrelation (Q3147830): Difference between revisions
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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 |
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Point process convergence of stochastic volatility processes with application to sample autocorrelation (English)
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15 October 2003
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vague convergence
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regular variation
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mixing condition
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financial time series
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