On empirical processes in heteroscedastic time series and their use for hypothesis testing and estimation (Q1856544): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q785921 |
||
| Property / author | |||
| Property / author: Mikhaĭl Vasil'evich Boldin / rank | |||
Revision as of 06:06, 21 February 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
