On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (Q2512843)
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scientific article; zbMATH DE number 6393554
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| English | On functional limits of short- and long-memory linear processes with GARCH(1,1) noises |
scientific article; zbMATH DE number 6393554 |
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On functional limits of short- and long-memory linear processes with GARCH(1,1) noises (English)
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30 January 2015
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functional limits
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linear processes
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GARCH(1,1) noises
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short memory
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long memory
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\(\alpha\)-stable processes
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Brownian motions
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Rosenblatt process
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0.7832589745521545
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0.7808381915092468
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0.7786354422569275
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0.7767171859741211
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0.7747889161109924
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