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Convex order, quantization and monotone approximations of ARCH models - MaRDI portal

Convex order, quantization and monotone approximations of ARCH models

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Publication:6326379

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DOI10.1007/S10959-021-01141-1zbMath1515.60116arXiv1910.00799WikidataQ114225094 ScholiaQ114225094MaRDI QIDQ6326379

Gilles Pagès, Benjamin Jourdain

Publication date: 2 October 2019

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Martingales with discrete parameter (60G42) Source coding (94A29)

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