Convergence in distribution for the sup-norm of a kernel density estimator for GARCH inno\-va\-tions

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Publication:927367

DOI10.1016/J.SPL.2007.10.004zbMath1136.62369OpenAlexW2048738083MaRDI QIDQ927367

Nao Mimoto

Publication date: 5 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.10.004




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