Empirical process of the squared residuals of an ARCH sequence (Q1848867): Difference between revisions

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-.1214/aos/1009210548
@@ Property / DOI: 10.1214/aos/1009210548 / rank @@
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-Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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+Piotr S. Kokoszka
@@ Property / author: Piotr S. Kokoszka / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aos/1009210548
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+W1606041968
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@@ Property / cites work @@
+Weak convergence of the sequential empirical processes of residuals in ARMA models
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@@ Property / cites work @@
+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Q4218591
@@ Property / cites work: Q4218591 / rank @@
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
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@@ Property / cites work @@
+Approximations of the empirical process when parameters are estimated
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@@ Property / cites work @@
+Detecting parameter shift in garch models
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+Q3685824
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+Kernel-transformed empirical processes
@@ Property / cites work: Kernel-transformed empirical processes / rank @@
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+The sample autocorrelations of heavy-tailed processes with applications to ARCH
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+Testing for long memory in the presence of a general trend
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+ARCH models and financial applications
@@ Property / cites work: ARCH models and financial applications / rank @@
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+Q4839358
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+Q3911791
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+FOURTH MOMENT STRUCTURE OF THE GARCH(<i>p</i>,<i>q</i>) PROCESS
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@@ Property / cites work @@
+Q3711504
@@ Property / cites work: Q3711504 / rank @@
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@@ Property / cites work @@
+LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(<i>p</i>)  SQUARED RESIDUAL CORRELATIONS
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@@ Property / cites work @@
+Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
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+Martingale Approach in the Theory of Goodness-of-Fit Tests
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+Nonparametric model checks for time series
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+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
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+Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series
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+Evaluating GARCH models.
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+Testing and estimating change-points in time series
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+Q4084474
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+Q5317344
@@ Property / cites work: Q5317344 / rank @@
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@@ Property / DOI @@
+.1214/AOS/1009210548
@@ Property / DOI: 10.1214/AOS/1009210548 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1848867