Strong approximation for the sums of squares of augmented GARCH sequences
type: Item
instance of: scholarly article
title: Strong approximation for the sums of squares of augmented GARCH sequences
zbMATH Open document ID: 1125.62092
author: Alexander Aue
author: Lajos Horváth
author: István Berkes
published in: Bernoulli
publication date: 2006-11-06T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 5070920
zbMATH Keywords: augmented GARCH processes
zbMATH Keywords: moments
zbMATH Keywords: partial sums
zbMATH Keywords: stationary solutions
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3150/bj/1155735928
OpenAlex ID: W2013865992
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DOI: 10.3150/BJ/1155735928
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description: scientific article; zbMATH DE number 5070920