Pages that link to "Item:Q726124"
From MaRDI portal
The following pages link to On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124):
Displayed 4 items.
- Tails of bivariate stochastic recurrence equation with triangular matrices (Q2145773) (← links)
- Tail indices for \(AX+B\) recursion with triangular matrices (Q2664524) (← links)
- CHARACTERIZATION OF THE TAIL BEHAVIOR OF A CLASS OF BEKK PROCESSES: A STOCHASTIC RECURRENCE EQUATION APPROACH (Q5065457) (← links)
- Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628) (← links)