scientific article; zbMATH DE number 2152219
From MaRDI portal
Publication:4663821
zbMath1060.62094MaRDI QIDQ4663821
Lajos Horváth, István Berkes, Piotr S. Kokoszka
Publication date: 4 April 2005
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Stationary stochastic processes (60G10) Functional limit theorems; invariance principles (60F17) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Related Items (4)
Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes ⋮ The functional central limit theorem for a family of GARCH observations with applications ⋮ Augmented GARCH sequences: Dependence structure and asymptotics ⋮ Extremes of Volterra series expansions with heavy-tailed innovations
This page was built for publication: