Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875): Difference between revisions

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+https://doi.org/10.1007/978-3-319-02651-0_3
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+W182728343
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+Asymptotics for L2-norm of ARCH innovation density estimator
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+The \(L_{1}\) strong consistency of ARCH innovation density estimator
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+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 @@
+Normal rank
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+Central limit theorems for \(L_ p\)-norms of density estimators
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+Splitting a Single State of a Stationary Process into Markovian States
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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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+Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models.
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+A goodness-of-fit test for GARCH innovation density
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+Q4405392
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+Root-\(n\) consistent density estimators of convolutions in weighted \(L_{1}\)-norms
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+Residual analysis for \(\text{ARCH}(p)\)-time series.
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+Asymptotic of the<i>L</i><sub><i>r</i></sub>-norm of density estimators in the autoregressive time series
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+Publication:5167875