The empirical distribution function and partial sum process of residuals from a stationary arch with drift process
| Year of publication: |
2005
|
|---|---|
| Authors: | Kawczak, Janusz ; Kulperger, Reg ; Yu, Hao |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 4, p. 747-765
|
| Publisher: |
Springer |
| Subject: | Weak convergence | residuals | ARCH | drift | empirical distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395698