نتایج جستجو برای: estimation variance
تعداد نتایج: 359034 فیلتر نتایج به سال:
Journal:
:Stochastic Processes and their Applications
1992
Journal:
:Journal of Dairy Science
1986
Journal:
:Applicationes Mathematicae
1973
Journal:
:Hacettepe Journal of Mathematics and Statistics
2016
Journal:
:The Annals of Applied Probability
2009
Journal:
:IFAC-PapersOnLine
2017
2006
Hao Yu
H. YU
In this paper we construct high moment partial sum processes based on residuals of a GARCH model when the mean is known to be 0. We consider partial sums of kth powers of residuals, CUSUM processes and self-normalized partial sum processes. The kth power partial sum process converges to a Brownian process plus a correction term, where the correction term depends on the kth moment μk of the inno...
Journal:
:Journal of Multivariate Analysis
2010
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