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Asymptotics for GARCH squared residual correlations

Berkes, István; Horváth, Lajos; Kokoszka, Piotr - In: Econometric theory 19 (2003) 4, pp. 515-540

Persistent link: https://www.econbiz.de/10001777176

Estimation of the maximal moment exponent of a GARCH (1,1) sequence

Berkes, István; Horváth, Lajos; Kokoszka, Piotr - In: Econometric theory 19 (2003) 4, pp. 565-586

Persistent link: https://www.econbiz.de/10001777182

Non-central limit theorems for random selections

Berkes, István; Horváth, Lajos; Schauer, Johannes - In: Probability theory and related fields : continuation of … 147 (2010) 3/4, pp. 449-479

Persistent link: https://www.econbiz.de/10003966132

Convergence of integral functionals of stochastic processes

Berkes, István; Horváth, Lajos - In: Econometric theory 22 (2006) 2, pp. 304-322

Persistent link: https://www.econbiz.de/10003301252

Sequential change-point detection in Garch (p,q) models

Berkes, István; Gombay, Edit; Horváth, Lajos; … - In: Econometric theory 20 (2004) 6, pp. 1140-1167

Persistent link: https://www.econbiz.de/10002424888

Lévy Processes : Capacity and Hausdorff Dimension

Khoshnevisan, Davar - 2018

We use the recently-developed multiparameter theory of additive Lévy processes to establish novel connections between an arbitrary Lévy process in ℝ, and a new class of energy forms and their corresponding capacities. We then apply these connections to solve two long-standing problems in the...

Persistent link: https://www.econbiz.de/10012918852