Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (Q1848834)
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scientific article; zbMATH DE number 1828990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. |
scientific article; zbMATH DE number 1828990 |
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Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process. (English)
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14 November 2002
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