The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process
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Publication:2495334
DOI10.1007/BF02915436zbMath1093.62084MaRDI QIDQ2495334
Hao Yu, Janusz Kawczak, Reg J. Kulperger
Publication date: 5 July 2006
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F05: Central limit and other weak theorems
62G30: Order statistics; empirical distribution functions
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