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scientific article; zbMATH DE number 883616 - MaRDI portal

scientific article; zbMATH DE number 883616

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Publication:4879980

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zbMath0843.62052MaRDI QIDQ4879980

Joseph Ngatchou-Wandji, Jean Diebolt

Publication date: 2 June 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

bounds weak invariance principle ARCH models powers bilinear models EXPAR models EXPARMA models nonparametric first order autoregressive models

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional limit theorems; invariance principles (60F17)

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