The functional central limit theorem for a family of GARCH observations with applications

István Berkes, Siegfried Hörmann, Lajos Horváth

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	2725-2730
Journal	Statistics & Probability Letters
Volume	78
Publication status	Published - 2008

Treatment code (Nähere Zuordnung)

@article{f3e381ee9dab417d86caf62cedf04115,

title = "The functional central limit theorem for a family of GARCH observations with applications",

author = "Istv{\'a}n Berkes and Siegfried H{\"o}rmann and Lajos Horv{\'a}th",

year = "2008",

language = "English",

volume = "78",

pages = "2725--2730",

journal = "Statistics & Probability Letters",

issn = "1879-2103",

publisher = "Elsevier B.V.",

}