The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334): Difference between revisions

@@ Property / cites work @@
+The geometric ergodicity and existence of moments for a class of nonlinear time series model
+Normal rank
@@ Property / cites work @@
+Estimation of the Distribution of Noise in an Autoregression Scheme
+Normal rank
@@ Property / cites work @@
+Q4218591
@@ Property / cites work: Q4218591 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3730807
@@ Property / cites work: Q3730807 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
+Normal rank
@@ Property / cites work @@
+Best constants in martingale version of Rosenthal's inequality
+Normal rank
@@ Property / cites work @@
+Empirical process of the squared residuals of an ARCH sequence
+Normal rank
@@ Property / cites work @@
+Q4943491
@@ Property / cites work: Q4943491 / rank @@
+Normal rank
@@ Property / cites work @@
+Weighted empirical processes in dynamic nonlinear models.
+Normal rank
@@ Property / cites work @@
+A uniform CLT for uniformly bounded families of martingale differences
+Normal rank
@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
+Normal rank