Functional Generalized Autoregressive Conditional Heteroskedasticity (Q2954300): Difference between revisions

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-.1111/jtsa.12192
@@ Property / DOI: 10.1111/jtsa.12192 / rank @@
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+On the Prediction of Stationary Functional Time Series
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+Weak invariance principles for sums of dependent random functions
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+Generalized autoregressive conditional heteroscedasticity
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+Linear processes in function spaces. Theory and applications
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+Stationarity of GARCH processes and of some nonnegative time series
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+A FUNCTIONAL VERSION OF THE ARCH MODEL
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+Inference for functional data with applications
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+On weak invariance principles for sums of dependent random functionals
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+Functional data analysis.
@@ Property / cites work: Functional data analysis. / rank @@
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+Multivariate GARCH Models
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+Q4084474
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+Practical Issues in the Analysis of Univariate GARCH Models
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+.1111/JTSA.12192
@@ Property / DOI: 10.1111/JTSA.12192 / rank @@
+Normal rank