Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models
type: Item
instance of: scholarly article
title: Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models
zbMATH Open document ID: 0932.62064
author: Shiqing Ling
published in: The Annals of Statistics
publication date: 1999-11-09T00:00:00Z
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 60G05
zbMATH DE Number: 1359526
zbMATH Keywords: Brownian motions
zbMATH Keywords: sequential empirical processes
zbMATH Keywords: nonstationary autoregressive model
zbMATH Keywords: weak convergence
zbMATH Keywords: Kiefer process
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1028144857
OpenAlex ID: W2021890270
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cites work: Q5670018
DOI: 10.1214/AOS/1028144857
description: scientific article; zbMATH DE number 1359526