Extended Glivenko–Cantelli theorem and L1 strong consistency of innovation density estimator for time-varying semiparametric ARCH model
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Publication:6104904
DOI10.1080/10485252.2022.2152813OpenAlexW4311597016MaRDI QIDQ6104904
Publication date: 28 June 2023
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2022.2152813
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Nonparametric inference (62Gxx)
Cites Work
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