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Functional central limit theorems for augmented GARCH(p,q) and FIGARCH processes

✍ Scribed by Lee, O.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The functional central limit theorem for

✍ Lee, O. 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 371 KB

Functional central limit theorems for pr

✍ Wim Vervaat 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 414 KB

Central Limit Theorems for Level Functio

✍ Marie F. Kratz; José R. León 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 221 KB

New Central Limit Theorems for Functiona

✍ José Manuel Corcuera 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 460 KB

The central limit theorem for additive f

✍ V. S. Korolyuk 📂 Article 📅 1987 🏛 Springer US 🌐 English ⚖ 493 KB

A Maximal Inequality and a Functional Ce

✍ Klaus Ziegler 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 698 KB