Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference32 articles.
1. Laws of large numbers for dependent non-identically distributed random variables;Andrews;Econometric Theory,1988
2. Weak dependence: models and applications to econometrics;Ango Nzé;Econometric Theory,2004
3. Strong approximation for the sums of squares of augmented GARCH sequences;Aue;Bernoulli,2006
4. The functional central limit theorem for a family of GARCH observations with applications;Berkes;Statistics & Probability Letters,2008
5. Probabilistic and statistical properties of GARCH processes;Berkes,2004
Cited by
3 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