Pages that link to "Item:Q1787244"

The following pages link to Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244):

Displaying 10 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)
• 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)
• A central limit theorem for random coefficient autoregressive models and ARCH/GARCH models (Q4391408) (← links)
• On Asymptotic Theory for ARCH (∞) Models (Q4596427) (← links)
• STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS (Q4814249) (← links)
• The functional central limit theorem for Markov-switching GARCH model (Q6555120) (← links)