Pages that link to "Item:Q5111849"
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The following pages link to The Limiting Distribution of a Non‐Stationary Integer Valued GARCH(1,1) Process (Q5111849):
Displaying 5 items.
- Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
- Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model (Q1786796) (← links)
- Reconsidering the continuous time limit of the GARCH(1,1) process (Q1973432) (← links)
- Limit theory for moderate deviation from integrated GARCH processes (Q2322613) (← links)
- Nonnegative GARCH-type models with conditional Gamma distributions and their applications (Q6626724) (← links)