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The functional central limit theorem for ARMA-GARCH processes

Title
The functional central limit theorem for ARMA-GARCH processes
Authors
Lee O.
Ewha Authors
이외숙
SCOPUS Author ID
이외숙scopus
Issue Date
2013
Journal Title
Economics Letters
ISSN
0165-1765JCR Link
Citation
vol. 121, no. 3, pp. 432 - 435
Indexed
SSCI; SCOPUS WOS scopus
Abstract
L2-NED; ARMA-GARCH; C10; C22; C62; Functional central limit theorem; GARCH
DOI
10.1016/j.econlet.2013.09.018
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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