Augmented GARCH sequences: Dependence structure and asymptotics (Q1002569)
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scientific article; zbMATH DE number 5521495
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| English | Augmented GARCH sequences: Dependence structure and asymptotics |
scientific article; zbMATH DE number 5521495 |
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Augmented GARCH sequences: Dependence structure and asymptotics (English)
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2 March 2009
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Berry-Esseen bounds
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empirical process
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GARCH
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strong approximation
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weak invariance principles
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0.90459824
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0.8922116
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0.8760933
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0.87599635
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0.8640353
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