Augmented GARCH sequences: dependence structure and asymptotics

Mathematics

• Asymptotics 100%
• Dependence Structure 100%
• Class 50%
• Variables 50%
• Empirical Process 50%
• Asymptotic Distribution 50%
• Asymptotic Behavior 50%
• Asymmetric 50%
• Inferential Statistics 50%
• Independent Random Variables 50%
• GARCH Model 50%