Weak convergence of some marked empirical processes: Application to testing heteroscedasticity
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Publication:4805926
DOI10.1080/10485250212377zbMath1012.62051MaRDI QIDQ4805926
Publication date: 24 June 2003
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485250212377
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62G20: Asymptotic properties of nonparametric inference
62F10: Point estimation
62M99: Inference from stochastic processes
60F17: Functional limit theorems; invariance principles
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