On residual empirical processes of stochastic regression models with applications to time series

DOI10.1214/aos/1018031109zbMath0943.62092OpenAlexW1522812023MaRDI QIDQ1807171

Ching-Zong Wei, Sangyeol Lee

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1018031109

zbMATH Keywords

stochastic regression modelsresidual epirical processstationary \(\text{AR}(\infty)\) processunstable AR(q) process

Mathematics Subject Classification ID

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

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