Pages that link to "Item:Q3603204"
From MaRDI portal
The following pages link to A quadratic ARCH(∞) model with long memory and Lévy stable behavior of squares (Q3603204):
Displaying 5 items.
- A nonlinear model for long-memory conditional heteroscedasticity (Q327174) (← links)
- Concentration inequalities for non-causal random fields (Q2136658) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
- Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances (Q4906509) (← links)
