Resumen de Residual analysis for ARCH(p)-time series
In this paper we provide consistency and distributional convergence results for functions of residuals from an ARCH(p) - Time Series. An application to a goodness-of-fit problem is also discussed
In this paper we provide consistency and distributional convergence results for functions of residuals from an ARCH(p) - Time Series. An application to a goodness-of-fit problem is also discussed
