Weak convergence of the sequential empirical processes of residuals in ARMA models
type: Item
instance of: scholarly article
title: Weak convergence of the sequential empirical processes of residuals in ARMA models
zbMATH Open document ID: 0826.60016
author: Jushan Bai
published in: The Annals of Statistics
publication date: 1995-11-22T00:00:00Z
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 60F17
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 788299
zbMATH Keywords: time series models
zbMATH Keywords: residual analysis
zbMATH Keywords: weak convergence
zbMATH Keywords: Kiefer process
zbMATH Keywords: change-point problem
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176325771
OpenAlex ID: W2162783005
DOI: 10.1214/AOS/1176325771
description: scientific article; zbMATH DE number 788299