On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (Q1856544): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Latest revision as of 04:57, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation |
scientific article |
Statements
On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (English)
0 references
10 February 2003
0 references
residual empirical processes
0 references
ARCH models
0 references
robust GM-estimates
0 references