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.