Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models

Shiqing Ling

Research output: Contribution to journal › Article › peer-review

Cite this

@article{00e57d95c2e249c1984471644a7dba2e,

title = "Weak convergence of the sequential empirical processes of residuals in nonstationary autoregressive models",

author = "Shiqing Ling",

year = "1998",

language = "English",

volume = "26",

pages = "741--754",

journal = "The Annals of Statistics",

publisher = "Institute of Mathematical Statistics",

number = "2",

}