The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (Q2495334)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process |
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The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process (English)
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5 July 2006
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weak convergence
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residuals
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ARCH
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drift
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empirical distribution
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