Strong approximation of the empirical process of GARCH sequences

Publikation: Beitrag in einer Fachzeitschrift › Artikel › Begutachtung

Originalsprache	englisch
Seiten (von - bis)	789-809
Fachzeitschrift	The Annals of Applied Probability
Jahrgang	11
Publikationsstatus	Veröffentlicht - 2001

Treatment code (Nähere Zuordnung)

@article{b63a347187e34fad87cf0648f5f3150e,

title = "Strong approximation of the empirical process of GARCH sequences",

author = "Istv{\'a}n Berkes and Lajos Horvath",

year = "2001",

language = "English",

volume = "11",

pages = "789--809",

journal = "The Annals of Applied Probability",

issn = "2168-8737",

publisher = "Institute of Mathematical Statistics",

}