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

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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.
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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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