scientific article; zbMATH DE number 1944031
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Publication:4410079
zbMath1021.62071MaRDI QIDQ4410079
Publication date: 21 October 2003
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
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Efficient prediction for linear and nonlinear autoregressive models ⋮ Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. ⋮ Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series ⋮ Extensions of some classical methods in change point analysis ⋮ Testing the equality of error distributions from \(k\) independent GARCH models ⋮ Estimating the innovation distribution in nonparametric autoregression ⋮ Adaptiveness of the empirical distribution of residuals in semi-parametric conditional location scale models ⋮ Asymptotics of the \(L_p\)-norms of density estimators in the first-order autoregressive models. ⋮ Limit results for the empirical process of squared residuals in GARCH models.
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