scientific article; zbMATH DE number 883616

MaRDI QIDQ4879980zbMATH OpenFDO

Authors Joseph Ngatchou-Wandji, J. Diebolt

Publication date 2 June 1996

zbMATH Keywords

boundspowersARCH modelsweak invariance principlebilinear modelsEXPAR modelsEXPARMA modelsnonparametric first order autoregressive models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)

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