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Article Dans Une Revue Comptes Rendus. Mathématique Année : 2008

The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary

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hal-00635208 , version 1 (24-10-2011)

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Michel Harel, Echarif Elharfaoui. The marked empirical process to test a general AR-ARCH against an other general AR-ARCH when the random vectors are nonstationary. Comptes Rendus. Mathématique, 2008, 346 (7-8), pp.451-455. ⟨10.1016/j.crma.2008.02.018⟩. ⟨hal-00635208⟩
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