Pages that link to "Item:Q2453043"
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The following pages link to The functional central limit theorem for ARMA-GARCH processes (Q2453043):
Displaying 6 items.
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
- Statistical inference for mixture GARCH models with financial application (Q2135925) (← links)
- The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
- Asymptotics for semi-strong augmented GARCH(1,1) model (Q5046800) (← links)
