Sequential residue empirical processes in the ARCH model
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 57 (2002) no. 2, pp. 413-414 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{RM_2002_57_2_a7,
     author = {M. V. Boldin},
     title = {Sequential residue empirical processes in the {ARCH} model},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {413--414},
     year = {2002},
     volume = {57},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2002_57_2_a7/}
}
TY  - JOUR
AU  - M. V. Boldin
TI  - Sequential residue empirical processes in the ARCH model
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2002
SP  - 413
EP  - 414
VL  - 57
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/RM_2002_57_2_a7/
LA  - en
ID  - RM_2002_57_2_a7
ER  - 
%0 Journal Article
%A M. V. Boldin
%T Sequential residue empirical processes in the ARCH model
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2002
%P 413-414
%V 57
%N 2
%U http://geodesic.mathdoc.fr/item/RM_2002_57_2_a7/
%G en
%F RM_2002_57_2_a7
M. V. Boldin. Sequential residue empirical processes in the ARCH model. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 57 (2002) no. 2, pp. 413-414. http://geodesic.mathdoc.fr/item/RM_2002_57_2_a7/

[1] P. J. Bickel, M. J. Wichura, Ann. Math. Statist., 42 (1971), 1656–1670 | DOI | MR | Zbl

[2] D. Picard, Adv. Appl. Probab., 17 (1985), 841–867 | DOI | MR | Zbl

[3] J. Bai, Ann. Statist., 22 (1994), 2051–2061 | DOI | MR | Zbl

[4] S. Ling, Ann. Statist., 26 (1998), 741–754 | DOI | MR | Zbl

[5] H. L. Koul, Ann. Statist., 24 (1996), 380–404 | DOI | MR | Zbl

[6] M. V. Boldin, Math. Methods Statist., 9 (2000), 65–89 | MR | Zbl

[7] A. N. Shiryaev, Osnovy stokhastichesoi finansovoi matematiki, v. 1, Fakty. Modeli, Fazis, M., 1998