The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process

DOI10.1007/BF02915436zbMath1093.62084MaRDI QIDQ2495334

Hao Yu, Janusz Kawczak, Reg J. Kulperger

Publication date: 5 July 2006

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

weak convergenceARCHresidualsempirical distributiondrift

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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Cites Work

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