Reference : On partial-sum processes of ARMAX residuals
Scientific journals : Article
Business & economic sciences : Quantitative methods in economics & management
http://hdl.handle.net/10993/50074
On partial-sum processes of ARMAX residuals
English
Holcblat, Benjamin mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF) >]
Gronneberg, Steffen [BI Norwegian Business School]
Dec-2019
Annals of Statistics
Institute of Mathematical Statistics
47
6
3216-3243
Yes (verified by ORBilu)
International
0090-5364
2168-8966
Cleveland
OH
http://hdl.handle.net/10993/50074
10.1214/18-AOS1776

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