A note on the residual empirical process in autoregressive models
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Publication:1380552
DOI10.1016/S0167-7152(96)00100-9zbMath0901.62111MaRDI QIDQ1380552
Publication date: 2 December 1998
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-7152(96)00100-9
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G15: Gaussian processes
60F05: Central limit and other weak theorems
60G10: Stationary stochastic processes
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