9 results
IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY
-
- Journal:
- Econometric Theory / Volume 26 / Issue 6 / December 2010
- Published online by Cambridge University Press:
- 08 April 2010, pp. 1855-1861
-
- Article
- Export citation
MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
-
- Journal:
- Econometric Theory / Volume 22 / Issue 3 / June 2006
- Published online by Cambridge University Press:
- 15 March 2006, pp. 373-402
-
- Article
- Export citation
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
-
- Journal:
- Econometric Theory / Volume 20 / Issue 6 / December 2004
- Published online by Cambridge University Press:
- 01 December 2004, pp. 1140-1167
-
- Article
- Export citation
ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS
-
- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 515-540
-
- Article
- Export citation
ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE
-
- Journal:
- Econometric Theory / Volume 19 / Issue 4 / August 2003
- Published online by Cambridge University Press:
- 06 June 2003, pp. 565-586
-
- Article
- Export citation
Testing for long memory in the presence of a general trend
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 38 / Issue 4 / December 2001
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1033-1054
- Print publication:
- December 2001
-
- Article
- Export citation
LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS
-
- Journal:
- Econometric Theory / Volume 17 / Issue 2 / April 2001
- Published online by Cambridge University Press:
- 03 March 2001, pp. 283-295
-
- Article
- Export citation
STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM
-
- Journal:
- Econometric Theory / Volume 16 / Issue 1 / February 2000
- Published online by Cambridge University Press:
- 01 February 2000, pp. 3-22
-
- Article
- Export citation
Asymptotic dependence of moving average type self-similar stable random Fields*
-
- Journal:
- Nagoya Mathematical Journal / Volume 130 / June 1993
- Published online by Cambridge University Press:
- 22 January 2016, pp. 85-100
- Print publication:
- June 1993
-
- Article
-
- You have access
- Export citation