@article{MTMT:169020, title = {Strong approximation for the sums of squares of augmented GARCH sequences}, url = {https://m2.mtmt.hu/api/publication/169020}, author = {Aue, A and Berkes, István and Horváth, L}, doi = {10.3150/bj/1155735928}, journal-iso = {BERNOULLI}, journal = {BERNOULLI}, volume = {12}, unique-id = {169020}, issn = {1350-7265}, keywords = {MEMORY; MODELS; TIME; VOLATILITY; VARIANCE; stationary solutions; MOMENTS; Augmented GARCH processes; strong approximation; Partial sums; Stationarity; CONDITIONAL HETEROSKEDASTICITY; INVARIANCE-PRINCIPLES}, year = {2006}, eissn = {1573-9759}, pages = {583-608} } @article{MTMT:168098, title = {Strong approximation of the empirical process of garch sequences}, url = {https://m2.mtmt.hu/api/publication/168098}, author = {Berkes, István and Horváth, L}, doi = {10.1214/aoap/1015345349}, journal-iso = {ANN APPL PROBAB}, journal = {ANNALS OF APPLIED PROBABILITY}, volume = {11}, unique-id = {168098}, issn = {1050-5164}, keywords = {empirical process; rates of convergence; rates of convergence; Garch(p, q); Estimates for increments; strong approximation; Stationarity}, year = {2001}, pages = {789-809} } @article{MTMT:1781382, title = {An almost sure invariance principle for the empirical distribution function of mixing random variables}, url = {https://m2.mtmt.hu/api/publication/1781382}, author = {Berkes, István and W, Philipp}, doi = {10.1007/BF00538416}, journal-iso = {Z WAHRSC VERW GEBIETE}, journal = {ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE}, volume = {41}, unique-id = {1781382}, issn = {0044-3719}, year = {1977}, pages = {115-137} } @article{MTMT:100863, title = {An approximation of partial sums of independent RV's, and the sample DF. II}, url = {https://m2.mtmt.hu/api/publication/100863}, author = {Komlós, János and Major, Péter and Tusnády, Gábor}, doi = {10.1007/BF00532688}, journal-iso = {Z WAHRSC VERW GEBIETE}, journal = {ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE}, volume = {34}, unique-id = {100863}, issn = {0044-3719}, year = {1976}, pages = {33-58} }