%0 Journal Article %1 Chandra2003 %A Chandra, S. Ajay %A Taniguchi, Masanobu %D 2003 %J Stochastic Processes and their Applications %K ARCH model %N 2 %P 301--324 %T Asymptotics of rank order statistics for ARCH residual empirical processes %U http://www.sciencedirect.com/science/article/B6V1B-478YTRP-1/1/d69da2b1e5c72a824b092b914ee91185 %V 104

@article{Chandra2003, added-at = {2008-04-22T14:25:45.000+0200}, author = {Chandra, S. Ajay and Taniguchi, Masanobu}, biburl = {https://www.bibsonomy.org/bibtex/2b87a1f9127176b21e6d7d2aed706851f/smicha}, description = {Stochastic Processes and their Applications}, interhash = {f10e11b33fde7965460289089fef03b6}, intrahash = {b87a1f9127176b21e6d7d2aed706851f}, journal = {Stochastic Processes and their Applications}, keywords = {ARCH model}, month = Apr, number = 2, pages = {301--324}, timestamp = {2008-04-22T14:30:35.000+0200}, title = {Asymptotics of rank order statistics for ARCH residual empirical processes}, url = {http://www.sciencedirect.com/science/article/B6V1B-478YTRP-1/1/d69da2b1e5c72a824b092b914ee91185}, volume = 104, year = 2003 }