Suppose that {X,} is the stationary AR(p) process of the form: X, -/,t = fll(Xt.-i -la) + ... + [~t,(X,\_p -I~) + ~:,, where {~:,} is a sequence of i.i.d, random variables with mean zero and finite variance a 2. In this paper, we study the asymptotic behavior of the empirical process computed from t
โฆ LIBER โฆ
The empirical process of autoregressive residuals
โ Scribed by Eric Engler; Bent Nielsen
- Book ID
- 110880116
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 202 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1368-4221
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