Empirical Process of the Squared Residuals of an ARCH...

Empirical Process of the Squared Residuals of an ARCH Sequence

Lajos Horvath, Piotr Kokoszka and Gilles Teyssiere
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Volume:
29
Language:
english
Journal:
The Annals of Statistics
DOI:
10.2307/2674110
Date:
April, 2001
File:
PDF, 1.53 MB
english, 2001
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