Stationarity and functional central limit theorem for ARCH(\(\infty\)) models
type: Item
instance of: scholarly article
title: Stationarity and functional central limit theorem for ARCH(\(\infty\)) models
zbMATH Open document ID: 1401.62168
author: Oesook Lee
published in: Economics Letters
publication date: 2018-10-05T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F17
zbMATH DE Number: 6947393
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: \(L_2\)-NED property
zbMATH Keywords: mixture memory GARCH process
zbMATH Keywords: random coefficient ARCH(\(\infty\)) process
MaRDI profile type: Publication
full work available at URL: j.econlet.2017.11.017
OpenAlex ID: W2769478136
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DOI: 10.1016/J.ECONLET.2017.11.017
description: scientific article; zbMATH DE number 6947393