Pages that link to "Item:Q605036"
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The following pages link to Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036):
Displaying 5 items.
- High-level dependence in time series models (Q650680) (← links)
- Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- Method of moment estimation in the COGARCH(1,1) model (Q5427673) (← links)