A note on uniform convergence of an ARCH\((\infty)\) estimator (Q3580934)
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scientific article; zbMATH DE number 5770673
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| English | A note on uniform convergence of an ARCH\((\infty)\) estimator |
scientific article; zbMATH DE number 5770673 |
Statements
14 August 2010
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maximal inequalities
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nonlinear processes
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near epoch dependence
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weighted least squares
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0.8220793604850769
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0.78080815076828
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0.7785022854804993
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