Diagnostic checking in linear processes with infinite variance

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.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.identifier.uri	http://hdl.handle.net/2003/4876
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15019
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

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