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

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+Weak convergence of the sequential empirical processes of residuals in ARMA models
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+Distribution Free Tests of Independence Based on the Sample Distribution Function
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+Q4218591
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+Time series: theory and methods.
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+Approximations of the empirical process when parameters are estimated
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+Detecting parameter shift in garch models
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+Normal rank
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+Q3685824
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+Q4348180
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+Q3326516
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+Normal rank
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+Kernel-transformed empirical processes
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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
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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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+Q3711504
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+LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(<i>p</i>)  SQUARED RESIDUAL CORRELATIONS
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+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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+Normal rank
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+Testing and estimating change-points in time series
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+Q5317344
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