Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800)
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scientific article; zbMATH DE number 7613942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for semi-strong augmented GARCH(1,1) model |
scientific article; zbMATH DE number 7613942 |
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Asymptotics for semi-strong augmented GARCH(1,1) model (English)
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9 November 2022
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semi-strong augmented GARCH(1,1) model
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functional central limit theorem
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\(L_2\)-NED
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\(\alpha\)-mixing
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\(\phi\)-mixing
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