Diagnostic checking in linear processes with infinite variance

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DC Field	Value	Language
dc.contributor.author	Krämer, Walter	de
dc.contributor.author	Runde, Ralf	de
dc.date.accessioned	2004-12-06T18:38:53Z	-
dc.date.available	2004-12-06T18:38:53Z	-
dc.date.issued	1998	de
dc.identifier.uri	http://hdl.handle.net/2003/4876	-
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15019	-
dc.description.abstract	We consider empirical autocorrelations of residuals from infinite variance autoregressive processes. Unlike the finite-variance case, it emerges that the limiting distribution, after suitable normalization, is not always more concentrated around zero when residuals rather than true innovations are employed.	en
dc.format.extent	132936 bytes	-
dc.format.extent	98178 bytes	-
dc.format.mimetype	application/pdf	-
dc.format.mimetype	application/postscript	-
dc.language.iso	en	de
dc.publisher	Universitätsbibliothek Dortmund	de
dc.subject.ddc	310	de
dc.title	Diagnostic checking in linear processes with infinite variance	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access	-
Appears in Collections:	Sonderforschungsbereich (SFB) 475

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