High moment partial sum processes of residuals in GARCH models and their applications (Q2368858)

From MaRDI portal
Revision as of 15:51, 11 February 2024 by RedirectionBot (talk | contribs) (‎Changed an Item)
scientific article
Language Label Description Also known as
English
High moment partial sum processes of residuals in GARCH models and their applications
scientific article

    Statements

    High moment partial sum processes of residuals in GARCH models and their applications (English)
    0 references
    0 references
    0 references
    28 April 2006
    0 references
    time series
    0 references
    weak convergence
    0 references
    skewness
    0 references
    kurtosis
    0 references
    consistency
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references