On partial sum processes of functions of ARMAX residuals

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Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

HOLCBLAT, Benjamin; GRONNEBERG, Steffen

2023 • Luxembourg-Waseda Conference on Modelling and Inference for Complex Data

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https://hdl.handle.net/10993/59119

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Keywords :

ARMAX residuals

Disciplines :

Finance

Author, co-author :

HOLCBLAT, Benjamin ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

GRONNEBERG, Steffen; BI Norwegian Business School

External co-authors :

yes

Language :

English

Title :

On partial sum processes of functions of ARMAX residuals

Publication date :

24 January 2023

Event name :

Luxembourg-Waseda Conference on Modelling and Inference for Complex Data

Event organizer :

University of Luxembourg, Department of Mathematics

Event date :

24 January 2023

By request :

Yes

Commentary :

Best Junior Researcher Award 2019

Available on ORBilu :

since 22 December 2023

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