Principle of conditioning revisited (Q4898884)
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scientific article; zbMATH DE number 6121705
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| English | Principle of conditioning revisited |
scientific article; zbMATH DE number 6121705 |
Statements
3 January 2013
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principle of conditioning
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central limit theorem
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martingales
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\(\text{GARCH}(1,1)\) processes
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martingale transforms
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convergence in law
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stable laws
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mixtures of stable laws
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0.8262944221496582
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0.7834110260009766
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0.7435047030448914
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0.7423387765884399
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