Browsing BI Open by Author "Holcblat, Benjamin"
Now showing items 1-1 of 1
-
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, ...