Open AccessFunctional central limit theorems for ARCH(∞) models
Author(s) -
Seunghee Choi,
Oesook Lee
Publication year - 2017
Publication title -
communications for statistical applications and methods
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.326
H-Index - 6
eISSN - 2383-4757
pISSN - 2287-7843
DOI - 10.5351/csam.2017.24.5.443
Subject(s) - arch , autoregressive conditional heteroskedasticity , heteroscedasticity , central limit theorem , autoregressive model , mathematics , limit (mathematics) , econometrics , series (stratigraphy) , mathematical analysis , statistics , geology , volatility (finance) , geography , paleontology , archaeology
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