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Estimation of the distribution function of noise in stationary processes

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  • J. Kreiss

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Suggested Citation

  • J. Kreiss, 1991. "Estimation of the distribution function of noise in stationary processes," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 38(1), pages 285-297, December.
    • Handle: RePEc:spr:metrik:v:38:y:1991:i:1:p:285-297
    DOI: 10.1007/BF02613623
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    Citations

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    Cited by:

    1. Naâmane Laïb & Mohamed Lemdani & Elias Ould‐Saïd, 2008. "On residual empirical processes of GARCH‐SM models: application to conditional symmetry tests," Journal of Time Series Analysis, Wiley Blackwell, vol. 29(5), pages 762-782, September.
    2. Zacharias Psaradakis & Marián Vávra, 2019. "Portmanteau tests for linearity of stationary time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(2), pages 248-262, February.
    3. W. Wefelmeyer, 1994. "An efficient estimator for the expectation of a bounded function under the residual distribution of an autoregressive process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(2), pages 309-315, June.
    4. Bai, Jushan, 1991. "Weak convergence of the sequential empirical processes of residuals in ARMA models," MPRA Paper 32915, University Library of Munich, Germany, revised 06 Jul 1993.
    5. Eckhard Liebscher, 1999. "Estimating the Density of the Residuals in Autoregressive Models," Statistical Inference for Stochastic Processes, Springer, vol. 2(2), pages 105-117, May.
    6. Zacharias Psaradakis & Marián Vávra, 2015. "A Quantile-based Test for Symmetry of Weakly Dependent Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(4), pages 587-598, July.
    7. Hao Yu, 2003. "Hierarchical equilibria of branching populations," RePAd Working Paper Series lrsp-TRS391, Département des sciences administratives, UQO.
    8. Christian Francq & Jean-Michel Zakoïan, 2020. "Adaptiveness of the empirical distribution of residuals in semi- parametric conditional location scale models," Working Papers hal-02898909, HAL.

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