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

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+MaRDI publication profile
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+https://doi.org/10.1016/j.spl.2011.01.001
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+W2025816493
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@@ Property / cites work @@
+Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series
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+Asymptotic properties in ARCH(p)-time series
@@ Property / cites work: Asymptotic properties in ARCH(p)-time series / rank @@
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+The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
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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
@@ Property / cites work: ARCH models and financial applications / rank @@
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+\(L_{p}\)-estimators in ARCH models
@@ Property / cites work: \(L_{p}\)-estimators in ARCH models / rank @@
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+Residual analysis for \(\text{ARCH}(p)\)-time series.
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+Publication:633047