Residual analysis for \(\text{ARCH}(p)\)-time series. (Q1872845)
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scientific article; zbMATH DE number 1911828
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| English | Residual analysis for \(\text{ARCH}(p)\)-time series. |
scientific article; zbMATH DE number 1911828 |
Statements
Residual analysis for \(\text{ARCH}(p)\)-time series. (English)
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18 May 2003
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ARCH(p)-time series
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consistency
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distributional convergence
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goodness-of-fit
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