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

Chen Zhong

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







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