The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047)
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scientific article; zbMATH DE number 5872505
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| English | The \(L_{1}\) strong consistency of ARCH innovation density estimator |
scientific article; zbMATH DE number 5872505 |
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The \(L_{1}\) strong consistency of ARCH innovation density estimator (English)
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31 March 2011
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ARCH-time series
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kernel density estimation
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strong consistency
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\(L_{1}\)-norm
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0.8731839060783386
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0.8606652021408081
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0.8543190360069275
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0.7781732678413391
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