The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241)
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scientific article; zbMATH DE number 6436996
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| English | The functional central limit theorem for the multivariate MS-ARMA-GARCH model |
scientific article; zbMATH DE number 6436996 |
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The functional central limit theorem for the multivariate MS-ARMA-GARCH model (English)
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19 May 2015
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functional central limit theorem
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\(L_2\)-NED
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multivariate MS-GARCH
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multivariate MS-ARMA-GARCH
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0.8524636030197144
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0.7748865485191345
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0.7720350623130798
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0.7654953002929688
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0.7601549625396729
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