Strong approximation for the sums of squares of augmented GARCH sequences
Author:
Affiliation:
1. Department of Mathematics, University of Utah
2. Institut für Statistik, Technische Universität Graz
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Cited by 44 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Limit Theory for Stationary Autoregression with Heavy-Tailed Augmented GARCH Innovations;Mathematics;2021-04-09
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5. Stationarity and functional central limit theorem for ARCH(∞) models;Economics Letters;2018-01
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