On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling
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Publication:4015851
DOI10.1093/biomet/79.2.435zbMath0751.62042OpenAlexW2091708623MaRDI QIDQ4015851
No author found.
Publication date: 29 November 1992
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/79.2.435
simulationthreshold modelsresidual autocorrelationsasymptotic standard errorsgeneral nonlinear time series models
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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