The following pages link to (Q5493557):
Displaying 21 items.
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes (Q491376) (← links)
- Multi-scaling of moments in stochastic volatility models (Q492947) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- High-level dependence in time series models (Q650680) (← links)
- Iterated random functions and slowly varying tails (Q901296) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- GARCH modelling in continuous time for irregularly spaced time series data (Q1002568) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions (Q1932223) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- Iterated random functions and regularly varying tails (Q4689895) (← links)
- Functional Relationships Between Price and Volatility Jumps and Their Consequences for Discretely Observed Data (Q4903032) (← links)
- Scaling and Multiscaling in Financial Series: A Simple Model (Q4906506) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- Aspects of prediction (Q5245624) (← links)
- Exploring novel approaches for estimating fractional stochastic processes through practical applications (Q6569190) (← links)
- Multivariate elliptic processes (Q6573276) (← links)
