Open AccessStrong approximation of the empirical process of Garch sequences
Author(s) -
István Berkes,
Lajos Horváth
Publication year - 2001
Publication title -
the annals of applied probability/the annals of applied probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.878
H-Index - 86
eISSN - 2168-8737
pISSN - 1050-5164
DOI - 10.1214/aoap/1015345349
Subject(s) - mathematics , law of the iterated logarithm , logarithm , autoregressive conditional heteroskedasticity , iterated logarithm , sequence (biology) , iterated function , convergence (economics) , weak convergence , process (computing) , rate of convergence , econometrics , statistical physics , mathematical analysis , volatility (finance) , economics , computer science , operating system , computer network , channel (broadcasting) , physics , computer security , biology , asset (computer security) , genetics , economic growth