Weak dependence for infinite ARCH-type bilinear models
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Publication:5429696
DOI10.1080/02331880601107064zbMath1125.62100OpenAlexW2057744897MaRDI QIDQ5429696
Paul Doukhan, Hélène Madre, Mathieu Rosenbaum
Publication date: 3 December 2007
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880601107064
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17)
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