The following pages link to Limit experiments of GARCH (Q408085):
Displaying 12 items.
- Asymptotic equivalence of discretely observed diffusion processes and their Euler scheme: small variance case (Q265666) (← links)
- Statistical inference for nonparametric GARCH models (Q311986) (← links)
- Asymptotic equivalence for pure jump Lévy processes with unknown Lévy density and Gaussian white noise (Q901300) (← links)
- COGARCH as a continuous-time limit of GARCH(1,1) (Q1001841) (← links)
- Asymptotic nonequivalence of GARCH models and diffusions (Q1848957) (← links)
- GARCH quasi-likelihood ratios for SV model and the diffusion limit (Q2197597) (← links)
- Statistical convergence of Markov experiments to diffusion limits (Q2448706) (← links)
- The story of GARCH: a personal odyssey (Q2697967) (← links)
- Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise (Q2786493) (← links)
- Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model (Q3460651) (← links)
- Le cam theory on the comparison of statistical models (Q5043133) (← links)
- The continuous limit of weak GARCH (Q5861045) (← links)
