Weak dependence for infinite ARCH-type bilinear models (Q5429696)
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scientific article; zbMATH DE number 5217246
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| English | Weak dependence for infinite ARCH-type bilinear models |
scientific article; zbMATH DE number 5217246 |
Statements
Weak dependence for infinite ARCH-type bilinear models (English)
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3 December 2007
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time series
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ARCH models
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GARCH models
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weak dependence
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Markov chain
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Donsker invariance principle
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0.8251218795776367
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0.8144458532333374
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0.7583592534065247
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0.7554500102996826
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