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Publication:2756094
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zbMath1009.62078MaRDI QIDQ2756094

Jihyun Kim, Oesook Lee

Publication date: 7 May 2003


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

functional central limit theoremMarkov chainsergodicitystationarityGARCH processes


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Functional limit theorems; invariance principles (60F17)


Related Items (2)

Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes ⋮ The functional central limit theorem for ARMA-GARCH processes







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