High Moment Partial Sum Processes of Residuals in ARMA Models and their Applications
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2006.00499.x/fullpdf
Reference22 articles.
1. ON THE PARTIAL SUMS OF RESIDUALS IN AUTOREGRESSIVE AND MOVING AVERAGE MODELS
2. Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models
3. Convergence of Probability Measures
4. On Testing Hypotheses in the Sliding Average Scheme by the Kolmogorov–Smirnov and $\omega ^2 $ Tests
5. Estimation of the Distribution of Noise in an Autoregression Scheme
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