Date & Time: Tuesday, December 16, 2014, 15:30-16:30.
Venue: Ramanujan Hall

Title: Residual Empirical Processes

Speaker: Hira L. Koul, Michigan State University

Abstract: This talk will discuss current state of residual empirical processes and their usefulness in developing ADF GOF tests for error d.f.'s in ARCH(1) models. This talk in part is based on some work done with Xiaoqing Zhu. Research supported in part by the NSF DMS Grant1205271.