Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series

DOI10.1016/j.spl.2007.12.009zbMath1152.62363MaRDI QIDQ945778

Fuxia Cheng

Publication date: 17 September 2008

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

Full work available at URL: https://doi.org/10.1016/j.spl.2007.12.009

Mathematics Subject Classification ID

62G07: Density estimation

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62G20: Asymptotic properties of nonparametric inference

60F05: Central limit and other weak theorems

62G30: Order statistics; empirical distribution functions

60F15: Strong limit theorems

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