The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Asymptotic properties in ARCH(p)-time series / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: ARCH models and financial applications / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: \(L_{p}\)-estimators in ARCH models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Residual analysis for \(\text{ARCH}(p)\)-time series. / rank | |||
Normal rank |
Latest revision as of 22:54, 3 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The \(L_{1}\) strong consistency of ARCH innovation density estimator |
scientific article |
Statements
The \(L_{1}\) strong consistency of ARCH innovation density estimator (English)
0 references
31 March 2011
0 references
ARCH-time series
0 references
kernel density estimation
0 references
strong consistency
0 references
\(L_{1}\)-norm
0 references
0 references
0 references