Strong approximation for the sums of squares of augmented GARCH sequences

Bernoulli

Volumn 12, Issue 4, 2006, Pages 583-608

  Aue, Alexander ^a   Berkes, István ^b   Horváth, Lajos ^a  

^a UNIVERSITY OF UTAH   (United States)

^b GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Augmented GARCH processes; Moments; Partial sums; Stationary solutions; Strong approximation

Indexed keywords

EID: 33750283431     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1155735928     Document Type: Article

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