Weak convergence of the sequential empirical processes of residuals in ARMA models
Year of publication: |
1991-08
|
---|---|
Authors: | Bai, Jushan |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Time series models | residual analysis | sequential empirical process | weak convergence | Kiefer process | change-point problem |
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