On partial-sum processes of ARMAX residuals

Reference : On partial-sum processes of ARMAX residuals


	Document type :	Scientific journals : Article
	Discipline(s) :	Business & economic sciences : Quantitative methods in economics & management
	To cite this reference:	http://hdl.handle.net/10993/50074

Title :	On partial-sum processes of ARMAX residuals
Language :	English
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]
Publication date :	Dec-2019
Journal title :	Annals of Statistics
Publisher :	Institute of Mathematical Statistics
Volume :	47
Issue/season :	6
Pages :	3216-3243
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0090-5364
e-ISSN :	2168-8966
City :	Cleveland
Country :	OH
Permalink :	http://hdl.handle.net/10993/50074
DOI :	10.1214/18-AOS1776

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