Convex order, quantization and monotone approximations of ARCH models (Q6326379)

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scientific article; zbMATH DE number 7621018
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Convex order, quantization and monotone approximations of ARCH models
scientific article; zbMATH DE number 7621018

    Statements

    publication date
    2 October 2019
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    arXiv classification
    math.PR
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    author
    Benjamin Jourdain
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    Gilles Pagès
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    Identifiers

    arXiv ID
    1910.00799
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    Mathematics Subject Classification ID
    60G42
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    94A29
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    62M10
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    zbMATH DE Number
    7621018
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    Wikidata QID
    Q114225094
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