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

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: The geometric ergodicity and existence of moments for a class of nonlinear time series model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Distribution of Noise in an Autoregression Scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4218591 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4230831 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3730807 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCH models and financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Best constants in martingale version of Rosenthal's inequality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Empirical process of the squared residuals of an ARCH sequence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4943491 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weighted empirical processes in dynamic nonlinear models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A uniform CLT for uniformly bounded families of martingale differences / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of stochastic processes / rank
 
Normal rank

Latest revision as of 16:56, 24 June 2024

scientific article
Language Label Description Also known as
English
The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process
scientific article

    Statements

    The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (English)
    0 references
    0 references
    0 references
    0 references
    5 July 2006
    0 references
    weak convergence
    0 references
    residuals
    0 references
    ARCH
    0 references
    drift
    0 references
    empirical distribution
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references