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Compound autoregressive models
Darolles, Serge
;
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001596247
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2
Large and moderate deviations principles for infinite dimensional autoregressive processes
Mas, André
;
Menneteau, Ludovic
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2001
Persistent link: https://www.econbiz.de/10001577502
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3
An autoregressive conditional binomial option pricing model
Prigent, Jean-Luc
;
Renault, Olivier
;
Scaillet, Olivier
-
1999
Persistent link: https://www.econbiz.de/10009758937
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4
Small sample asymptotics for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
-
1999
Persistent link: https://www.econbiz.de/10001391152
Saved in:
5
Normalité asymptotique de l'estimateur empirique de l'opérateur d'autocorrélation d'un processus ARH (1)
Mas, André
-
1999
Persistent link: https://www.econbiz.de/10001380387
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