The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:17, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The functional central limit theorem for linear processes with strong near-epoch dependent innovations |
scientific article |
Statements
The functional central limit theorem for linear processes with strong near-epoch dependent innovations (English)
0 references
9 February 2011
0 references
linear process
0 references
strong near-epoch dependence
0 references
functional central limit theorem
0 references
ARMA model
0 references
GARCH model
0 references
