Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1002.4257 / rank | |||
Normal rank | |||
Revision as of 16:12, 18 April 2024
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)
0 references
12 November 2010
0 references
continuous-time GARCH process
0 references
extreme value theory
0 references
generalized Ornstein-Uhlenbeck process
0 references
integrated generalized Ornstein-Uhlenbeck process
0 references
mixing
0 references
point process
0 references
regular variation
0 references
sample autocovariance function
0 references
stochastic recurrence equation
0 references
