Strict stationarity and functional central limit theorem for ARCH/GARCH models (Q2756094)
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scientific article; zbMATH DE number 1672521
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strict stationarity and functional central limit theorem for ARCH/GARCH models |
scientific article; zbMATH DE number 1672521 |
Statements
7 May 2003
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GARCH processes
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Markov chains
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stationarity
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ergodicity
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functional central limit theorem
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0.9486196
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0.9369914
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0.9305466
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0.9229366
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0.9228563
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0.91383135
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0.9028415
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Strict stationarity and functional central limit theorem for ARCH/GARCH models (English)
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