Functional central limit theorems for ARCH(∞) models
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Published:2017-09-30
Issue:5
Volume:24
Page:443-455
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ISSN:2383-4757
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Container-title:Communications for Statistical Applications and Methods
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language:en
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Short-container-title:CSAM
Author:
Choi Seunghee1,
Lee Oesook1
Affiliation:
1. Department of Statistics, Ewha Womans University, Korea
Funder
National Research Foundation of Korea(NRF)
Ministry of Education, Science and Technology(Korean Ministry of Education, Science and Technology)
Publisher
The Korean Statistical Society
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Finance,Modeling and Simulation,Statistics and Probability
Cited by
1 articles.
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