Pages that link to "Item:Q2930910"
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The following pages link to Limit theory for a general class of GARCH models with just barely infinite variance (Q2930910):
Displaying 10 items.
- A CLT for martingale transforms with infinite variance (Q334015) (← links)
- Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations (Q391793) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834) (← links)
- Infinite variance stable Gegenbauer ARFISMA models (Q2138255) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Stable limits of martingale transforms with application to the estimation of GARCH parame\-ters (Q2493561) (← links)
- Limit Theory for the QMLE of the GQARCH (1,1) Model (Q3458099) (← links)
- The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending (Q5256820) (← links)
- Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
