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Asymptotic distribution of Cramer-von Mises statistics for ARCH process

Chandra, Ajay S. and Rao, Dinesh K. and Lee, Sangyeol (2006) Asymptotic distribution of Cramer-von Mises statistics for ARCH process. Journal of Statistical Theory and Applications, 4 (2). pp. 201-225. ISSN 1538-7887

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Item Type: Journal Article
Subjects: H Social Sciences > HA Statistics
Divisions: Faculty of Science, Technology and Environment (FSTE) > School of Computing, Information and Mathematical Sciences
Depositing User: Fulori Nainoca - Waqairagata
Date Deposited: 18 Mar 2015 00:52
Last Modified: 25 Mar 2015 23:40
URI: https://repository.usp.ac.fj/id/eprint/8136

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