The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary and absolutely regular
Autor: | Harel, Michel, Elharfaoui, Echarif |
---|---|
Zdroj: | In Comptes rendus - Mathématique 2008 346(7):451-455 |
Databáze: | ScienceDirect |
Externí odkaz: |