Sequential empirical process in autoregressive models with measurement errors
DOI10.1016/j.jspi.2005.07.010zbMath1098.62116OpenAlexW1994426426MaRDI QIDQ2507885
Sangyeol Lee, Hyeonah Park, Seongryong Na
Publication date: 5 October 2006
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2005.07.010
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Order statistics; empirical distribution functions (62G30) Functional limit theorems; invariance principles (60F17) Asymptotic properties of parametric tests (62F05)
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Cites Work
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