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Asymptotics of rank order statistics for ARCH residual empirical processes

, and . Stochastic Processes and their Applications, 104 (2): 301--324 (April 2003)

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Testing the equality of error distributions from k independent GARCH models.. J. Multivar. Anal., 100 (6): 1245-1260 (2009)Minimum alpha-divergence estimation for arch models, and . Journal of Time Series Analysis, 27 (1): 19--39 (Jan 1, 2006)doi: 10.1111/j.1467-9892.2005.00444.x.Asymptotics of rank order statistics for ARCH residual empirical processes, and . Stochastic Processes and their Applications, 104 (2): 301--324 (April 2003)