Weak convergence of the sequential empirical processes of residuals in ARMA models
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Publication:1896251
DOI10.1214/aos/1176325771zbMath0826.60016OpenAlexW2162783005MaRDI QIDQ1896251
Publication date: 22 November 1995
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176325771
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17)
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