High moment partial sum processes of residuals in GARCH models and their applications (Q2368858): Difference between revisions
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Revision as of 21:19, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High moment partial sum processes of residuals in GARCH models and their applications |
scientific article |
Statements
High moment partial sum processes of residuals in GARCH models and their applications (English)
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28 April 2006
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time series
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weak convergence
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skewness
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kurtosis
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consistency
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