Arvanitis, Stelios Stable limit theory for the Gaussian QMLE in a non-stationary asymmetric GARCH model. (English) Zbl 1457.62255 Stat. Probab. Lett. 145, 166-172 (2019). MSC: 62M10 62F12 62P05 60G12 PDFBibTeX XMLCite \textit{S. Arvanitis}, Stat. Probab. Lett. 145, 166--172 (2019; Zbl 1457.62255) Full Text: DOI
Arvanitis, Stelios Existence and uniqueness of a stationary and ergodic solution to stochastic recurrence equations via Matkowski’s FPT. (English) Zbl 1438.39028 Cogent Math. 4, Article ID 1380392, 7 p. (2017). MSC: 39A50 37H10 PDFBibTeX XMLCite \textit{S. Arvanitis}, Cogent Math. 4, Article ID 1380392, 7 p. (2017; Zbl 1438.39028) Full Text: DOI
Arvanitis, Stelios; Louka, Alexandros Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model. (English) Zbl 1398.91676 Econ. Lett. 161, 135-137 (2017). MSC: 91G70 62M10 60G44 60F99 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Louka}, Econ. Lett. 161, 135--137 (2017; Zbl 1398.91676) Full Text: DOI
Arvanitis, Stelios; Louka, Alexandros Limit theory for the QMLE of the GQARCH (1,1) model. (English) Zbl 1329.60021 Commun. Stat., Theory Methods 44, No. 17, 3549-3575 (2015). MSC: 60F05 62F12 60G10 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Louka}, Commun. Stat., Theory Methods 44, No. 17, 3549--3575 (2015; Zbl 1329.60021) Full Text: DOI
Arvanitis, Stelios; Demos, Antonis Time dependence and moments of a family of time-varying parameter GARCH in mean models. (English) Zbl 1052.91072 J. Time Ser. Anal. 25, No. 1, 1-25 (2004). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B84 91B28 62M10 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Demos}, J. Time Ser. Anal. 25, No. 1, 1--25 (2004; Zbl 1052.91072) Full Text: DOI