On linear processes with dependent innovations

DOI10.1016/J.SPA.2005.01.001MaRDI QIDQ2485859zbMATH OpenOpenAlexFDO

Authors Wanli Min, Wei Biao Wu

Publication date 5 August 2005

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2005.01.001

zbMATH Keywords

Central limit theoremCovarianceGARCH modelInvariance principleLinear processNonlinear time series

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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