Arc length asymptotics for multivariate time series (Q6574713)

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scientific article; zbMATH DE number 7883220
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English
Arc length asymptotics for multivariate time series
scientific article; zbMATH DE number 7883220

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    Arc length asymptotics for multivariate time series (English)
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    18 July 2024
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    ARMA
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    GARCH
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    changepoint
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    central limit theorem
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    volatility
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