Pages that link to "Item:Q2453043"

The following pages link to The functional central limit theorem for ARMA-GARCH processes (Q2453043):

Displaying 12 items.

• Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
• The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model (Q485701) (← links)
• The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
• Note on functional large deviation principle for fractional ARIMA processes (Q1281921) (← links)
• A look at the quality of the approximation of the functional central limit theorem (Q1606288) (← links)
• Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
• Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
• Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• Strict stationarity and functional central limit theorem for ARCH/GARCH models (Q2756094) (← links)
• A central limit theorem for the functional estimation of the spot volatility (Q3405601) (← links)
• Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)