Publié le : 2003-01-14
Classification:
GARCH ($p, q$),
empirical process,
rates of convergence,
estimates for increments,
60F17,
60G50
@article{1042765672,
author = {Berkes, Istv\'an and Horv\'ath, Lajos},
title = {Correction: Strong approximation of the empirical process of GARCH sequences},
journal = {Ann. Appl. Probab.},
volume = {13},
number = {1},
year = {2003},
language = {en},
url = {http://dml.mathdoc.fr/item/1042765672}
}
Berkes, István; Horváth, Lajos. Correction: Strong approximation of the empirical process of GARCH sequences. Ann. Appl. Probab., Tome 13 (2003) no. 1, . http://gdmltest.u-ga.fr/item/1042765672/