Empirical processes for infinite variance autoregressive models
نویسندگان
چکیده
منابع مشابه
Title : Empirical processes for infinite variance autoregressive models
Univariate and multivariate empirical processes based on residuals of Infinite variance autoregressive processes are investigated. The results are used to develop tests of independence and Goodness of fit.
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 2012
ISSN: 0047-259X
DOI: 10.1016/j.jmva.2012.01.018