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ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I

✍ Scribed by Archil Gulisashvili; Elias M. Stein

Book ID
111043162
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
271 KB
Volume
20
Category
Article
ISSN
0960-1627

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## Abstract In regression model with stochastic design, the observations have been primarily treated as a simple random sample from a bivariate distribution. It is of enormous practical significance to generalize the situation to stochastic processes. In this paper, estimation and hypothesis testin