1. Berkes, I., Horváth, L., 2001. The efficiency of the estimators of the parameters in GARCH processes. Preprint.
2. Berkes, I., Horváth, L., 2002. Empirical processes of residuals. In: Dehling, H., Mikosch, T., Sorensen, M. (Eds.), Empirical Process Techniques for Dependent Data. Birkhäuser, Basel, 2002, pp. 195–209.
3. Berkes, I., Horváth, L., Kokoszka, P., 2001a. Asymptotics for GARCH squared residual correlations. Econometric Theory, to appear.
4. Berkes, I., Horváth, L., Kokoszka, P., 2001b. GARCH processes: structure and estimation. Bernoulli, to appear.
5. Convergence of Probability Measures;Billingsley,1968