07 - On the existence of some ARCH($\infty$) processes - Philippe

Limit theorems and applications (SAMSOS, 2008)

07 - On the existence of some ARCH($\infty$) processes - Philippe SOULIER

Listen now

Description

Philippe SOULIER Université Paris 10 Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1207750174352 (pdf) Ecouter l'intervention : Bande son disponible au format mp3 Durée : 33 mn

More Episodes

See all »

Limit theorems and applications (SAMSOS, 2008)

Published 01/13/08

01 - Estimating the Degree of Activity of jumps in High Frequency Data - Jean JACOD

Jean Jacod. Université Paris6. Document associé : support de présentation : http://epi.univ-paris1.fr/servlet/com.univ.collaboratif.utils.LectureFichiergw?CODE_FICHIER=1265816883468 (pdf) Ecouter l'intervention : Bande son disponible au format mp3 Durée : 51 mn

Published 01/13/08

02 - Rates of convergence for minimal distances in the central limit theorem under projective criteria - Emmanuel RIO

In this paper, we give estimates of ideal or minimal distances between the distribution of the normalized partial sum and the limiting Gaussian distribution for stationary martingale difference sequences or stationary sequences satisfying projective criteria. Applications to functions of linear...

Published 01/12/08