Strong approximation of the empirical process of GARCH sequences

István Berkes, Lajos Horvath

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)789-809
JournalThe annals of applied probability
Volume11
Publication statusPublished - 2001

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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