A use of the Stein-Chen method in time series analysis
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Publication:2725310
DOI10.1239/jap/1014843092zbMath0972.62080MaRDI QIDQ2725310
Publication date: 19 November 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014843092
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
62E17: Approximations to statistical distributions (nonasymptotic)
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