The functional central limit theorem for ARMA-GARCH processes (Q2453043)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The functional central limit theorem for ARMA-GARCH processes |
scientific article |
Statements
The functional central limit theorem for ARMA-GARCH processes (English)
0 references
6 June 2014
0 references
functional central limit theorem
0 references
GARCH
0 references
ARMA-GARCH
0 references
\(L^2\)-NED
0 references
0 references
0 references
