The functional central limit theorem for a family of GARCH observations with applications

István Berkes, Siegfried Hörmann, Lajos Horváth

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)2725-2730
JournalStatistics & probability letters
Volume78
Publication statusPublished - 2008

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

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