On linear processes with dependent innovations

DOI10.1016/j.spa.2005.01.001zbMath1081.62071OpenAlexW2006149457MaRDI QIDQ2485859

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

Nonlinear time seriesLinear processCovarianceGARCH modelCentral limit theoremInvariance principle

Mathematics Subject Classification ID

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

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