The tail empirical process for long memory stochastic volatility models with leverage
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Cited in
(6)- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process
- Integral functionals and the bootstrap for the tail empirical process
- Limit theorems for long-memory stochastic volatility models with infinite variance: partial sums and sample covariances
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series
- The tail empirical process for long memory stochastic volatility sequences
- Central limit theory for peaks-over-threshold partial sums of long memory linear time series
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