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-  B. Basrak, R. A. Davis, and T. Mikosch, Regular variation of GARCH processes, Stoch. Process. Appl., 99 (2002), 95-115.
-  L. Breiman, On some limit theorems similar to the arcsin law, Th. Probab. Appl., 10 (1965), 323-331.
-  R. Brummelhuis, Serial dependence in ARCH-models as measured by tail dependence coefficients, Extremes, 11 (2008), 167-201.
-  R. A. Davis and T. Mikosch, The sample autocorrelation functions of heavy-tailed processes with applications to Arch, Ann. Statist., 26 (1998), 2049-2080.
-  C. M. Goldie, Implicit renewal theory and tails of solutions of random equations, Ann. Appl. Prob., 1 (1991), 126-166.
-  H. Kesten, Random difference equations and renewal theory for products of random variables, Acta Math., 131 (1973), 207-248.
-  T. Mikosch and C. St˘aric˘a, Limit theory for the sample autocorrelations and extremes of a GARCH(1, 1) process, Ann. Statistics, 28 (5) (2000), 1427-1451.
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