Weak dependence for infinite ARCH-type bilinear models (Q5429696)

From MaRDI portal
Revision as of 12:51, 27 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 5217246
Language Label Description Also known as
English
Weak dependence for infinite ARCH-type bilinear models
scientific article; zbMATH DE number 5217246

    Statements

    title
    Weak dependence for infinite ARCH-type bilinear models (English)
    0 references
    author
    Paul Doukhan
    0 references
    Hélène Madre
    0 references
    Mathieu Rosenbaum
    0 references
    published in
    Statistics
    0 references
    publication date
    3 December 2007
    0 references
    zbMATH Keywords
    time series
    0 references
    ARCH models
    0 references
    GARCH models
    0 references
    weak dependence
    0 references
    Markov chain
    0 references
    Donsker invariance principle
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    60F17
    0 references
    60F05
    0 references
    zbMATH DE Number
    5217246
    0 references
    OpenAlex ID
    W2057744897
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5429696&oldid=35021883"
    Powered by MediaWiki