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Augmented GARCH sequences: Dependence structure and asymptotics - MaRDI portal

Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569)

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Augmented GARCH sequences: Dependence structure and asymptotics
scientific article

    Statements

    title
    Augmented GARCH sequences: Dependence structure and asymptotics (English)
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    published in
    Bernoulli
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    publication date
    2 March 2009
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    zbMATH Keywords
    Berry-Esseen bounds
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    empirical process
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    GARCH
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    strong approximation
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    weak invariance principles
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    cites work
    Q4663821
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    Q5560061
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    Q5420975
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    Q3400722
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    Q5812325
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    Q4327561
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    Identifiers

    DOI
    10.3150/07-BEJ120
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    Mathematics Subject Classification ID
    62M10
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    60F17
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    62E20
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    zbMATH DE Number
    5521495
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    arXiv ID
    0805.2214
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