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- W2162783005 abstract "This paper studies the weak convergence of the sequential empirical process $widehat{K}_n$ of the estimated residuals in ARMA$(p, q)$ models when the errors are independent and identically distributed. It is shown that, under some mild conditions, $widehat{K}_n$ converges weakly to a Kiefer process. The weak convergence is discussed for both finite and infinite variance time series models. An application to a change-point problem is considered." @default.
- W2162783005 created "2016-06-24" @default.
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- W2162783005 date "1994-12-01" @default.
- W2162783005 modified "2023-09-30" @default.
- W2162783005 title "Weak Convergence of the Sequential Empirical Processes of Residuals in ARMA Models" @default.
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- W2162783005 doi "https://doi.org/10.1214/aos/1176325771" @default.
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