The functional central limit theorem for a family of GARCH observations with applications (Q952866): Difference between revisions

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-Siegfried Hörmann
@@ Property / author: Siegfried Hörmann / rank @@
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+Siegfried Hörmann
@@ Property / author: Siegfried Hörmann / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2008.03.021
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@@ Property / OpenAlex ID @@
+W2170454421
@@ Property / OpenAlex ID: W2170454421 / rank @@
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@@ Property / cites work @@
+WEAK DEPENDENCE: MODELS AND APPLICATIONS TO ECONOMETRICS
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+Q4663821
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+Generalized autoregressive conditional heteroscedasticity
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+Strict stationarity of generalized autoregressive processes
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+Stationarity of GARCH processes and of some nonnegative time series
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+Information regularity and the central limit question
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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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+STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL  LIMIT THEOREM
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+GARCH (1,1) processes are near epoch dependent
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+Some Limit Theorems for Stationary Processes
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence
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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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+An invariance principle for certain dependent sequences
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