The following pages link to (Q3400722):
Displayed 15 items.
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- A functional limit theorem for \(\eta \)-weakly dependent processes and its applications (Q623491) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Some results on random design regression with long memory errors and predictors (Q710817) (← links)
- Probability and moment inequalities for sums of weakly dependent random variables, with applications (Q886114) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- The impulse response function of the long memory GARCH process (Q1928718) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Detection of multiple change-points in multivariate time series (Q2471636) (← links)
- \(\mathrm{GARCH}(1,1)\) process can have arbitrarily heavy power tails (Q2471670) (← links)
- Quasi-maximum likelihood estimation in GARCH processes when some coefficients are equal to zero (Q2642035) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)