A use of the Stein-Chen method in time series analysis
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Publication:2725310
DOI10.1239/JAP/1014843092zbMath0972.62080OpenAlexW2006271056MaRDI QIDQ2725310
Publication date: 19 November 2001
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1014843092
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Approximations to statistical distributions (nonasymptotic) (62E17)
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