Arc length asymptotics for multivariate time series

DOI10.1002/asmb.2030MaRDI QIDQ6574713

Tharanga D. Wickramarachchi, Robert B. Lund, Colin M. Gallagher

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

changepointcentral limit theoremGARCHvolatilityARMA

Mathematics Subject Classification ID

Statistics (62-XX)

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