Asymptotics for L2-norm of ARCH innovation density estimator (Q719475)
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scientific article; zbMATH DE number 5956024
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| English | Asymptotics for L2-norm of ARCH innovation density estimator |
scientific article; zbMATH DE number 5956024 |
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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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0.9693618
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0.9163172
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0.88907516
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0.8786023
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0.87857646
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0.87353516
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