The following pages link to A LARCH(∞) Vector Valued Process (Q3416893):
Displaying 9 items.
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Subsampling weakly dependent time series and application to extremes (Q1761535) (← links)
- Adaptive density estimation under weak dependence (Q3085573) (← links)
- ADAPTIVE DENSITY ESTIMATION FOR GENERAL ARCH MODELS (Q3551012) (← links)
- A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204) (← links)
- Spectral estimation in the presence of missing data (Q4606859) (← links)
