Strong approximation for the sums of squares of augmented GARCH sequences

Alexander Aue, István Berkes, Lajos Horváth

Publikation: Beitrag in einer Fachzeitschrift › Artikel › Begutachtung

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@article{181d2aa46d7841e99e9ee876e212990f,

title = "Strong approximation for the sums of squares of augmented GARCH sequences",

author = "Alexander Aue and Istv{\'a}n Berkes and Lajos Horv{\'a}th",

year = "2006",

language = "English",

volume = "12",

pages = "583--608",

journal = "Bernoulli",

publisher = "International Statistical Institute ISI",

number = "4",

}