Pages that link to "Item:Q397230"

The following pages link to Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230):

Displaying 6 items.

• The functional central limit theorem for a family of GARCH observations with applications (Q952866) (← links)
• Augmented GARCH\((p,q)\) process and its diffusion limit (Q1362059) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
• Strict stationarity and functional central limit theorem for ARCH/GARCH models (Q2756094) (← links)
• Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)