Pages that link to "Item:Q1293814"
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The following pages link to The GARCH (1,1)-\(M\) model: results for the densities of the variance and the mean (Q1293814):
Displaying 4 items.
- Closed-form approximations for diffusion densities: A path integral approach. (Q1426782) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- A Note on the Quasi-stationary Distribution of the Shiryaev Martingale on the Positive Half-Line (Q4618067) (← links)
- (Q5493557) (← links)
