The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The functional central limit theorem for the multivariate MS-ARMA-GARCH model |
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The functional central limit theorem for the multivariate MS-ARMA-GARCH model (English)
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19 May 2015
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functional central limit theorem
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\(L_2\)-NED
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multivariate MS-GARCH
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multivariate MS-ARMA-GARCH
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