On partial-sum processes of ARMAX residuals

Holcblat, Benjamin; Gronneberg, Steffen

doi:10.1214/18-AOS1776

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Article (Scientific journals)

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 :

2168-8966

Publisher :

Institute of Mathematical Statistics, Cleveland, United States - Ohio

Volume :

Issue :

Pages :

3216-3243

Peer reviewed :

Peer Reviewed verified by ORBi

Available on ORBilu :

since 27 January 2022

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