The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q241363 |
||
| Property / author | |||
| Property / author: Reg J. Kulperger / rank | |||
Revision as of 16:51, 11 February 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
5 July 2006
0 references
weak convergence
0 references
residuals
0 references
ARCH
0 references
drift
0 references
empirical distribution
0 references
