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On partial-sum processes of ARMAX residuals
HOLCBLAT, Benjamin; Gronneberg, Steffen
2019 • In Annals of Statistics, 47 (6), p. 3216-3243
Peer Reviewed verified by ORBi
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https://hdl.handle.net/10993/50074
DOI
10.1214/18-AOS1776
 

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Disciplines :
Quantitative methods in economics & management
Author, co-author :
HOLCBLAT, Benjamin  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)
Gronneberg, Steffen;  BI Norwegian Business School
External co-authors :
yes
Language :
English
Title :
On partial-sum processes of ARMAX residuals
Publication date :
December 2019
Journal title :
Annals of Statistics
ISSN :
0090-5364
eISSN :
2168-8966
Publisher :
Institute of Mathematical Statistics, Cleveland, United States - Ohio
Volume :
47
Issue :
6
Pages :
3216-3243
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBilu :
since 27 January 2022

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