Pages that link to "Item:Q3646957"

The following pages link to Probabilistic Properties of Stochastic Volatility Models (Q3646957):

Displaying 13 items.

• Functional weak convergence of partial maxima processes (Q262528) (← links)
• Towards estimating extremal serial dependence via the bootstrapped extremogram (Q528029) (← links)
• A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
• Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
• Random recurrence equations and ruin in a Markov-dependent stochastic economic environment (Q835065) (← links)
• Periodic autoregressive stochastic volatility (Q2412761) (← links)
• Stochastic volatility models with possible extremal clustering (Q2435218) (← links)
• Measures of serial extremal dependence and their estimation (Q2447645) (← links)
• Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts (Q2513643) (← links)
• Consistency of a hybrid block bootstrap for distribution and variance estimation for sample quantiles of weakly dependent sequences (Q4639817) (← links)
• On periodic autoregressive stochastic volatility models: structure and estimation (Q4960634) (← links)
• Almost sure limit theorems for the maxima of stochastic volatility models (Q5086638) (← links)
• On the excess of average squared error for data-driven bandwidths in nonparametric trend estimation (Q6177225) (← links)