Asymptotic properties in ARCH(p)-time series (Q5457949)
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scientific article; zbMATH DE number 5261909
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asymptotic properties in ARCH(p)-time series |
scientific article; zbMATH DE number 5261909 |
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Asymptotic properties in ARCH(p)-time series (English)
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10 April 2008
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ARCH(\(p\))-time series
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kernel density estimation
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residuals
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0.8786885738372803
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0.874591588973999
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0.8543190360069275
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0.8214991688728333
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0.8053556680679321
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