GARCH (1,1) processes are near epoch dependent (Q1175963)
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scientific article; zbMATH DE number 14923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH (1,1) processes are near epoch dependent |
scientific article; zbMATH DE number 14923 |
Statements
GARCH (1,1) processes are near epoch dependent (English)
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25 June 1992
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GARCH(1,1) processes
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near epoch dependence
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weak and strong laws of large numbers
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central limit theorems
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invariance principles
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