Pages that link to "Item:Q1872456"
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The following pages link to Strong approximation of the empirical process of GARCH sequences (Q1872456):
Displayed 12 items.
- Split invariance principles for stationary processes (Q653310) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- Efficient prediction for linear and nonlinear autoregressive models (Q869982) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Asymptotic results for long memory LARCH sequences (Q1413685) (← links)
- Bahadur-Kiefer theory for sample quantiles of weakly dependent linear processes (Q2469666) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933) (← links)
- Empirical likelihood intervals for conditional Value-at-Risk in ARCH/GARCH models (Q3077676) (← links)
- Estimation of the quantile function using Bernstein–Durrmeyer polynomials (Q5419452) (← links)