Weak dependence for infinite ARCH-type bilinear models (Q5429696): Difference between revisions

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Latest revision as of 12:51, 27 June 2024

scientific article; zbMATH DE number 5217246
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English
Weak dependence for infinite ARCH-type bilinear models
scientific article; zbMATH DE number 5217246

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    Weak dependence for infinite ARCH-type bilinear models (English)
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    3 December 2007
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    time series
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    ARCH models
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    GARCH models
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    weak dependence
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    Markov chain
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    Donsker invariance principle
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