Asymptotic results for polygonal processes related to an autoregression
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Publication:393009
DOI10.1007/s10986-012-9166-4zbMath1281.62204MaRDI QIDQ393009
Irma Rastenė, Alfredas Račkauskas
Publication date: 15 January 2014
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10986-012-9166-4
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60F17: Functional limit theorems; invariance principles
62F05: Asymptotic properties of parametric tests
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