Pages that link to "Item:Q2326064"

The following pages link to The tail empirical process for long memory stochastic volatility models with leverage (Q2326064):

Displaying 2 items.

• Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
• Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)