Weak convergence of the sequential empirical processes of residuals in ARMA models (Q1896251)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Weak convergence of the sequential empirical processes of residuals in ARMA models
scientific article

    Statements

    Weak convergence of the sequential empirical processes of residuals in ARMA models (English)
    0 references
    0 references
    22 November 1995
    0 references
    time series models
    0 references
    residual analysis
    0 references
    weak convergence
    0 references
    Kiefer process
    0 references
    change-point problem
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references