Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230)
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scientific article; zbMATH DE number 6328384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes |
scientific article; zbMATH DE number 6328384 |
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Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (English)
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11 August 2014
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functional central limit theorem
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fractional FCLT
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augmented GARCH
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FIGARCH
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\(L_2\)-NED
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