Asymptotics for semi-strong augmented GARCH(1,1) model
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Publication:5046800
DOI10.1080/03610926.2021.1887894OpenAlexW3137514605MaRDI QIDQ5046800
Publication date: 9 November 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2021.1887894
functional central limit theorem\(\alpha\)-mixing\(L_2\)-NED\(\phi\)-mixingsemi-strong augmented GARCH(1,1) model
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