Pages that link to "Item:Q2322613"
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The following pages link to Limit theory for moderate deviation from integrated GARCH processes (Q2322613):
Displaying 3 items.
- Limit theory for moderate deviations from a unit root (Q278238) (← links)
- Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910) (← links)
- The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)