Pages that link to "Item:Q4954301"
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The following pages link to STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Q4954301):
Displaying 50 items.
- Gaussian semiparametric estimation in long memory in stochastic volatility and signal plus noise models (Q269236) (← links)
- Generalized R-estimators under conditional heteroscedasticity (Q289160) (← links)
- A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186) (← links)
- Monitoring disruptions in financial markets (Q291846) (← links)
- Necessary and sufficient conditions for periodic decaying resolvents in linear discrete convolution Volterra equations and applications to \(\mathrm{ARCH}(\infty)\) processes (Q356154) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Long run behaviour of the autocovariance function of ARCH(\(\infty\)) models (Q429271) (← links)
- Limiting spectral distribution of large sample covariance matrices associated with a class of stationary processes (Q495709) (← links)
- Rates of convergence in the central limit theorem for linear statistics of martingale differences (Q544503) (← links)
- On approximate pseudo-maximum likelihood estimation for LARCH-processes (Q605885) (← links)
- Extremal memory of stochastic volatility with an application to tail shape inference (Q607175) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Weak dependence, models and some applications (Q745335) (← links)
- Multivariate versions of Bartlett's formula (Q764471) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- Long-memory and heterogeneous components in high frequency Pacific-Basin exchange rate volatility (Q867688) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- On the tvGARCH(1,1) model: existence, CLT, and tail index (Q946794) (← links)
- Statistical estimation errors of VaR under ARCH returns (Q947259) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Testing for bubbles and change-points (Q953776) (← links)
- On regularly varying and history-dependent convergence rates of solutions of a Volterra equation with infinite memory (Q963108) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- Covariance stationary GARCH-family models with long memory property (Q1031773) (← links)
- Asymptotic results for long memory LARCH sequences (Q1413685) (← links)
- Testing for parameter changes in ARCH models (Q1568067) (← links)
- Invariance principles for tempered fractionally integrated processes (Q1615896) (← links)
- Analysis of variance for high-dimensional time series (Q1656856) (← links)
- ARCH-type bilinear models with double long memory. (Q1766035) (← links)
- Functional limit theorem for the empirical process of a class of Bernoulli shifts with long memory (Q1776120) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Rescaled variance and related tests for long memory in volatility and levels (Q1868970) (← links)
- A model for long memory conditional heteroscedasticity. (Q1872488) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Rosenthal-type inequalities for the maximum of partial sums of stationary processes and examples (Q1951694) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- Functional weak limit theorem for a local empirical process of non-stationary time series and its application (Q2174984) (← links)
- Discriminant analysis based on binary time series (Q2189750) (← links)
- On the empirical process of tempered moving averages (Q2216974) (← links)
- Asymptotic theory for regression models with fractional local to unity root errors (Q2230667) (← links)
- Bivariate integer-autoregressive process with an application to mutual fund flows (Q2274940) (← links)
- Statistical inference for autoregressive models under heteroscedasticity of unknown form (Q2284370) (← links)
- On fractional Lévy processes: tempering, sample path properties and stochastic integration (Q2302689) (← links)
- Variable selection for high-dimensional regression models with time series and heteroscedastic errors (Q2305978) (← links)
- Asymptotic theory for near integrated processes driven by tempered linear processes (Q2305984) (← links)
- Parameter estimation for ARTFIMA time series (Q2317279) (← links)
- Normalized least-squares estimation in time-varying ARCH models (Q2426622) (← links)
- Stability of random coefficient ARCH models and aggregation schemes (Q2439054) (← links)
