On the quantile process based on the autoregressive residuals

Journal of Statistical Planning and Inference

Volumn 67, Issue 1, 1998, Pages 17-28

  Lee, Sangyeol ^a  

^a Seoul National University   (South Korea)

Author keywords

Empirical process; Goodness of fit test; Residual quantile process; Standard brownian bridge; Stationary AR(p) process

Indexed keywords

EID: 0032536639     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00070-0     Document Type: Article

References (13)

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