Pages that link to "Item:Q1927544"
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The following pages link to Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility (Q1927544):
Displaying 6 items.
- V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
- A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables (Q766218) (← links)
- Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions (Q963848) (← links)
- Stationarity of stable power-GARCH processes. (Q1858909) (← links)
- MIXING PROPERTIES OF A GENERAL CLASS OF GARCH(1,1) MODELS WITHOUT MOMENT ASSUMPTIONS ON THE OBSERVED PROCESS (Q3408521) (← links)
- Uniformly strong consistency and Berry-Esseen bound of frequency polygons for <i>α</i>-mixing samples (Q5086157) (← links)
