Strong approximation of the empirical process of GARCH sequences

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	789-809
Journal	The Annals of Applied Probability
Volume	11
Publication status	Published - 2001

Treatment code (Nähere Zuordnung)

@article{b63a347187e34fad87cf0648f5f3150e,

title = "Strong approximation of the empirical process of GARCH sequences",

author = "Istv{\'a}n Berkes and Lajos Horvath",

year = "2001",

language = "English",

volume = "11",

pages = "789--809",

journal = "The Annals of Applied Probability",

issn = "2168-8737",

publisher = "Institute of Mathematical Statistics",

}