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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    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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