Strong approximation for the sums of squares of augmented GARCH sequences (Q850764)
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scientific article; zbMATH DE number 5070920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strong approximation for the sums of squares of augmented GARCH sequences |
scientific article; zbMATH DE number 5070920 |
Statements
Strong approximation for the sums of squares of augmented GARCH sequences (English)
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6 November 2006
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augmented GARCH processes
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moments
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partial sums
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stationary solutions
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0.92623496
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0.90459824
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0.86710286
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0.8510025
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0.8508698
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