Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH( $p$ , $q$ ) processes

21 June 2019

Papers citing "Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH($p$,$q$) processes"

2 / 2 papers shown

Title
Bahadur Representation for U-Quantiles of Dependent Data Martin Wendler 43 32 0 15 Apr 2010
Break detection in the covariance structure of multivariate time series models Alexander Aue Siegfried Hormann Lajos Horváth M. Reimherr 164 362 0 19 Nov 2009