Principle of conditioning revisited (Q4898884)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6121705
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Principle of conditioning revisited |
scientific article; zbMATH DE number 6121705 |
Statements
3 January 2013
0 references
principle of conditioning
0 references
central limit theorem
0 references
martingales
0 references
\(\text{GARCH}(1,1)\) processes
0 references
martingale transforms
0 references
convergence in law
0 references
stable laws
0 references
mixtures of stable laws
0 references
0.8262944221496582
0 references
0.7834110260009766
0 references
0.7435047030448914
0 references
0.7423387765884399
0 references
