Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Functional central limit theorems for augmented GARCH(p,q) and FIGARCH processes |
scientific article; zbMATH DE number 6328384
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes |
scientific article; zbMATH DE number 6328384 |
Statements
Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (English)
0 references
11 August 2014
0 references
functional central limit theorem
0 references
fractional FCLT
0 references
augmented GARCH
0 references
FIGARCH
0 references
\(L_2\)-NED
0 references
0 references
0 references
0 references
0.8623812794685364
0 references
0.8591656684875488
0 references
0.8467467427253723
0 references
0.8167867660522461
0 references
0.7987422943115234
0 references
