Root-\(T\) consistent density estimation in GARCH models (Q5964750): Difference between revisions
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Latest revision as of 12:27, 9 December 2024
scientific article; zbMATH DE number 6547754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root-\(T\) consistent density estimation in GARCH models |
scientific article; zbMATH DE number 6547754 |
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Root-\(T\) consistent density estimation in GARCH models (English)
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1 March 2016
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autoregression
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consistency
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convergence rates
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financial econometrics
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nonparametric statistics
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time series
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