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Document type:
Zeitschriftenaufsatz 
Author(s):
Fasen, V. 
Title:
Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes. 
Keywords:
continuous time GARCH process, extreme value theory, generalized Ornstein- Uhlenbeck process, integrated generalized Ornstein-Uhlenbeck process, mixing, point process, regular variation, sample autocovariance function, stochastic recurrence equation 
Journal title:
Bernoulli 
Year:
2010 
Journal volume:
16 
Journal issue:
Pages contribution:
51-79 
Reviewed:
ja 
Language:
en 
Status:
Verlagsversion / published 
Semester:
SS 10 
Format:
Text