Pages that link to "Item:Q2103984"
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The following pages link to Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984):
Displaying 6 items.
- The extremal index for GARCH(1,1) processes (Q907366) (← links)
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- Limit theory and robust evaluation methods for the extremal properties of GARCH\((p,q)\) processes (Q2103984) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes (Q2340041) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)