Stationarity and functional central limit theorem for ARCH (∞) models
Oesook Lee
| Year of publication: |
January 2018
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|---|---|
| Authors: | Lee, Oesook |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 162.2018, p. 107-111
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| Subject: | Functional central limit theorem | L2-NED property | Mixture memory GARCH process | Random coefficient ARCH(∞) process | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.11.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939788