The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047): Difference between revisions

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+Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series
+Normal rank
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+Asymptotic properties in ARCH(p)-time series
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+Normal rank
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+The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
+Normal rank
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+ARCH models and financial applications
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+Normal rank
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+\(L_{p}\)-estimators in ARCH models
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+Normal rank
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+Residual analysis for \(\text{ARCH}(p)\)-time series.
+Normal rank