Blar i BI Open på forfatter "Holcblat, Benjamin"
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On partial-sum processes of ARMAX residuals
Grønneberg, Steffen; Holcblat, Benjamin (Journal article; Peer reviewed, 2018)We establish general and versatile results regarding the limit behavior of the partial-sum process of ARMAX residuals. Illustrations include ARMA with seasonal dummies, misspecified ARMAX models with autocorrelated errors, ...