Asymptotics for L2-norm of ARCH innovation density estimator (Q719475)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for L2-norm of ARCH innovation density estimator |
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Asymptotics for L2-norm of ARCH innovation density estimator (English)
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10 October 2011
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ARCH-time series
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kernel density estimation
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goodness-of-fit test
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L2-norm
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