Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality

DOI10.1017/S0266466600009166zbMATH Open1401.62171OpenAlexW2001288954MaRDI QIDQ3365348FDOQ3365348

Authors: Elias Masry, Dag Tjøstheim 

Publication date: 1995

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466600009166

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zbMATH Keywords

univariate time series: estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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