Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes
type: Item
instance of: scholarly article
title: Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes
zbMATH Open document ID: 1306.60024
published in: Journal of the Korean Statistical Society
publication date: 2014-08-11T00:00:00Z
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6328384
zbMATH Keywords: functional central limit theorem
zbMATH Keywords: fractional FCLT
zbMATH Keywords: augmented GARCH
zbMATH Keywords: FIGARCH
zbMATH Keywords: \(L_2\)-NED
author: Oesook Lee
MaRDI profile type: Publication
full work available at URL: j.jkss.2013.12.001
OpenAlex ID: W2024476734
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DOI: 10.1016/J.JKSS.2013.12.001
description: scientific article; zbMATH DE number 6328384