Pages that link to "Item:Q2326064"
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The following pages link to The tail empirical process for long memory stochastic volatility models with leverage (Q2326064):
Displaying 4 items.
- The tail empirical process for long memory stochastic volatility sequences (Q617913) (← links)
- Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process (Q2375847) (← links)
- Integral functionals and the bootstrap for the tail empirical process (Q2688188) (← links)
- Change-Point Tests for the Tail Parameter of Long Memory Stochastic Volatility Time Series (Q6092958) (← links)
