Kernel density estimation and extended CLT and SLLN in ARCH(p)-time series

MaRDI QIDQ3580847zbMATH OpenFDO

Authors Fuxia Cheng

Publication date 13 August 2010

zbMATH Keywords

residuals

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(4)

• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• Asymptotic properties in ARCH(p)-time series
• scientific article; zbMATH DE number 2219510 (Why is no real title available?)
• The \(L_{1}\) strong consistency of ARCH innovation density estimator

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