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Weak dependence for infinite ARCH-type bilinear models - MaRDI portal

Weak dependence for infinite ARCH-type bilinear models (Q5429696)

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scientific article; zbMATH DE number 5217246
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English
Weak dependence for infinite ARCH-type bilinear models
scientific article; zbMATH DE number 5217246

    Statements

    title
    Weak dependence for infinite ARCH-type bilinear models (English)
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    author
    Paul Doukhan
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    Hélène Madre
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    Mathieu Rosenbaum
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    published in
    Statistics
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    publication date
    3 December 2007
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    zbMATH Keywords
    time series
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    ARCH models
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    GARCH models
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    weak dependence
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    Markov chain
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    Donsker invariance principle
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    60F17
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    60F05
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    zbMATH DE Number
    5217246
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    OpenAlex ID
    W2057744897
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