Empirical process of the squared residuals of an ARCH sequence
type: Item
instance of: scholarly article
title: Empirical process of the squared residuals of an ARCH sequence
zbMATH Open document ID: 1012.62053
author: Lajos Horváth
author: Gilles Teyssière
author: Piotr Kokoszka
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1829020
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1009210548
OpenAlex ID: W1606041968
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DOI: 10.1214/AOS/1009210548
description: scientific article; zbMATH DE number 1829020