Pages that link to "Item:Q1002569"
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The following pages link to Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569):
Displaying 22 items.
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Inference in nonstationary asymmetric GARCH models (Q385779) (← links)
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Strong approximation for the sums of squares of augmented GARCH sequences (Q850764) (← links)
- The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- A note on strong-consistency of componentwise ARH(1) predictors (Q1726790) (← links)
- Near-integrated GARCH sequences (Q1774201) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- Optimal rate of convergence for empirical quantiles and distribution functions for time series (Q2830682) (← links)
- ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS (Q2986523) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
- Augmenting the realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects (Q6138236) (← links)
- Asymptotic normality of spectral means of Hilbert space valued random processes (Q6559469) (← links)
