Pages that link to "Item:Q5457949"
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The following pages link to Asymptotic properties in ARCH(p)-time series (Q5457949):
Displaying 6 items.
- A goodness-of-fit test for GARCH innovation density (Q434239) (← links)
- The \(L_{1}\) strong consistency of ARCH innovation density estimator (Q633047) (← links)
- Asymptotics for L2-norm of ARCH innovation density estimator (Q719475) (← links)
- (Q4518547) (← links)
- Asymptotic results for Fourier-PARMA time series (Q4979099) (← links)
- Asymptotics of $L_\lambda$ -Norms of ARCH(p) Innovation Density Estimators (Q5167875) (← links)