Pages that link to "Item:Q952866"
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The following pages link to The functional central limit theorem for a family of GARCH observations with applications (Q952866):
Displayed 7 items.
- Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
- Asymptotic results for the empirical process of stationary sequences (Q1016616) (← links)
- Break detection in the covariance structure of multivariate time series models (Q1043722) (← links)
- The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
- Extensions of some classical methods in change point analysis (Q2513925) (← links)
- Structural breaks in time series (Q2852477) (← links)
- UNIT ROOT TESTS WITH WAVELETS (Q4933581) (← links)