Pages that link to "Item:Q1766073"
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The following pages link to Regular variation of GARCH processes. (Q1766073):
Displaying 50 items.
- Functional weak convergence of partial maxima processes (Q262528) (← links)
- Greedy algorithms for prediction (Q265302) (← links)
- A stochastic volatility model with flexible extremal dependence structure (Q282541) (← links)
- Estimation and tests for power-transformed and threshold GARCH models (Q290965) (← links)
- Tail dependence measure for examining financial extreme co-movements (Q308388) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963) (← links)
- Bounds for randomly shared risk of heavy-tailed loss factors (Q347153) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Conditional estimation for dependent functional data (Q391792) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- On general periodic time-varying bilinear processes (Q429167) (← links)
- Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models (Q451281) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Second-order properties of tail probabilities of sums and randomly weighted sums (Q497486) (← links)
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- Weak convergence of multivariate partial maxima processes (Q511987) (← links)
- Heavy tails of OLS (Q528137) (← links)
- Moment condition tests for heavy tailed time series (Q528143) (← links)
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- The extremogram: a correlogram for extreme events (Q605880) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models (Q626266) (← links)
- Second order properties of distribution tails and estimation of tail exponents in random difference equations (Q626302) (← links)
- Multivariate linear recursions with Markov-dependent coefficients (Q631617) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Global self-weighted and local quasi-maximum exponential likelihood estimators for ARMA-GARCH/IGARCH models (Q651027) (← links)
- A functional limit theorem for dependent sequences with infinite variance stable limits (Q690870) (← links)
- Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions (Q716176) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- On asymptotic theory for multivariate GARCH models (Q842922) (← links)
- On Kesten's counterexample to the Cramér-Wold device for regular variation (Q850734) (← links)
- Extremal behaviour of models with multivariate random recurrence representation (Q875906) (← links)
- Extremal behavior of stochastic integrals driven by regularly varying Lévy processes (Q879257) (← links)
- Extremes of asymptotically spherical and elliptical random vectors (Q882854) (← links)
- Regular variation of order 1 nonlinear AR-ARCH models (Q886112) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- Distributional analysis of empirical volatility in GARCH processes (Q947260) (← links)
- A note on the geometric ergodicity of a nonlinear AR-ARCH model (Q962021) (← links)
- Stationarity and geometric ergodicity of a class of nonlinear ARCH models (Q997428) (← links)
- Tail probabilities for infinite series of regularly varying random vectors (Q1002553) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Small-time ruin for a financial process modulated by a Harris recurrent Markov chain (Q1003334) (← links)
- Large deviations for heavy-tailed factor models (Q1003783) (← links)
- Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
