Pages that link to "Item:Q952866"

The following pages link to The functional central limit theorem for a family of GARCH observations with applications (Q952866):

Displaying 12 items.

• Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes (Q397230) (← links)
• Berry-Esseen theorems under weak dependence (Q726800) (← 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)
• Stationarity and functional central limit theorem for ARCH(\(\infty\)) models (Q1787244) (← links)
• The functional central limit theorem for the multivariate MS-ARMA-GARCH model (Q2345241) (← links)
• On weak invariance principles for partial sums (Q2412501) (← links)
• The functional central limit theorem for ARMA-GARCH processes (Q2453043) (← links)
• Extensions of some classical methods in change point analysis (Q2513925) (← links)
• Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series (Q2830682) (← links)
• Structural breaks in time series (Q2852477) (← links)
• Edgeworth expansions for volatility models (Q6136793) (← links)