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scientific article; zbMATH DE number 6121705
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scientific article; zbMATH DE number 6121705

    Statements

    author
    Adam Jakubowski
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    publication date
    3 January 2013
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    zbMATH Keywords
    principle of conditioning
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    central limit theorem
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    martingales
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    \(\text{GARCH}(1,1)\) processes
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    martingale transforms
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    convergence in law
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    stable laws
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    mixtures of stable laws
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    Identifiers

    zbMATH DE Number
    6121705
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