On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance (Q1361118)
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scientific article; zbMATH DE number 1038515
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| English | On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance |
scientific article; zbMATH DE number 1038515 |
Statements
On rank estimates and the empirical distribution function of residuals in autoregression with a possibly infinite variance (English)
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28 November 1999
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locally most powerful tests
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asymptotic uniform linearity
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autoregression
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empirical distribution
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rank estimates
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0.806908369064331
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0.8066570162773132
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0.8009864091873169
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