The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594)
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scientific article; zbMATH DE number 5848886
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The functional central limit theorem for linear processes with strong near-epoch dependent innovations |
scientific article; zbMATH DE number 5848886 |
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The functional central limit theorem for linear processes with strong near-epoch dependent innovations (English)
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9 February 2011
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linear process
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strong near-epoch dependence
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functional central limit theorem
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ARMA model
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GARCH model
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