Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244)
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scientific article; zbMATH DE number 6947393
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| English | Stationarity and functional central limit theorem for ARCH(\(\infty\)) models |
scientific article; zbMATH DE number 6947393 |
Statements
Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (English)
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5 October 2018
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functional central limit theorem
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\(L_2\)-NED property
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mixture memory GARCH process
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random coefficient ARCH(\(\infty\)) process
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0.8673896193504333
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0.8550102710723877
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0.8350080847740173
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0.8313103318214417
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0.8260570168495178
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