Pages that link to "Item:Q1002569"
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The following pages link to Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569):
Displayed 5 items.
- Mixing properties of ARCH and time-varying ARCH processes (Q637105) (← links)
- Split invariance principles for stationary processes (Q653310) (← links)
- Weakly dependent functional data (Q973886) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)