scientific article
Publication:3433265
zbMath1132.62352MaRDI QIDQ3433265
Thomas Mikosch, Cătălin Stărică
Publication date: 27 April 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
functional central limit theoremBrownian bridgespectral distributionlong range dependenceGARCH processintegrated periodogramnon-stationaritychange pointIGARCHsample autocorrelationKiefer-Müller process
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and spectral analysis (62M15) Monte Carlo methods (65C05) Functional limit theorems; invariance principles (60F17)
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