The following pages link to (Q4883082):
Displaying 6 items.
- A note on characterizations of multivariate stable distributions (Q1206628) (← links)
- A note on the QMLE limit theory in the non-stationary ARCH(1) model (Q1695669) (← links)
- Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model (Q1726827) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test (Q4638680) (← links)
- Central limit theorem for the capacity of the range of stable random walks (Q5086904) (← links)
