Time series - The empirical distribution function and partial sum process of residuals from a stationary ARCH with drift process
| Year of publication: |
2005
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| Authors: | Kawczak, Janusz ; Kulperger, Reg ; Yu, Hao |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 57.2005, 4, p. 747-766
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