Strong approximation for the sums of squares of augmented GARCH sequences

Alexander Aue, István Berkes, Lajos Horváth

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)583-608
JournalBernoulli
Volume12
Issue number4
Publication statusPublished - 2006

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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