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Property / DOI: 10.1016/j.jmaa.2010.10.078 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2010.10.078 / rank
 
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Latest revision as of 22:46, 9 December 2024

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The functional central limit theorem for linear processes with strong near-epoch dependent innovations
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    The functional central limit theorem for linear processes with strong near-epoch dependent innovations (English)
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    9 February 2011
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    linear process
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    strong near-epoch dependence
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    functional central limit theorem
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    ARMA model
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    GARCH model
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