Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
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Publication:2447652
DOI10.1016/j.spa.2013.03.013zbMath1284.62529MaRDI QIDQ2447652
Publication date: 28 April 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.03.013
62M09: Non-Markovian processes: estimation
62M07: Non-Markovian processes: hypothesis testing
62F05: Asymptotic properties of parametric tests
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