Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Augmented GARCH sequences: Dependence structure and asymptotics |
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Augmented GARCH sequences: Dependence structure and asymptotics (English)
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2 March 2009
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Berry-Esseen bounds
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empirical process
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GARCH
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strong approximation
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weak invariance principles
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