Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569): Difference between revisions

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+.2214
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+Strong approximation for the sums of squares of augmented GARCH sequences
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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Regular variation of GARCH processes.
@@ Property / cites work: Regular variation of GARCH processes. / rank @@
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+Asymptotic results for the empirical process of stationary sequences
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+Strong approximation of the empirical process of GARCH sequences
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+Q4663821
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+Q5560061
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+Generalized autoregressive conditional heteroscedasticity
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+Strict stationarity of generalized autoregressive processes
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+The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients
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+MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC  VOLATILITY MODELS
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+Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
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+Weak dependence. With examples and applications.
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+A new weak dependence condition and applications to moment inequalities
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+Q5420975
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+Augmented GARCH\((p,q)\) process and its diffusion limit
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q3400722
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+GARCH (1,1) processes are near epoch dependent
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+Q5812325
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+MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH  MODELS
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+NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE  GARCH(<i>r</i>,<i>s</i>) AND ASYMMETRIC POWER  GARCH(<i>r</i>,<i>s</i>) MODELS
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+Stationarity and the existence of moments of a family of GARCH processes.
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+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Q4327561
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+Almost sure approximation theorems for the multivariate empirical process
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+Publication:1002569