Root-\(T\) consistent density estimation in GARCH models (Q5964750)
From MaRDI portal
scientific article; zbMATH DE number 6547754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Root-\(T\) consistent density estimation in GARCH models |
scientific article; zbMATH DE number 6547754 |
Statements
Root-\(T\) consistent density estimation in GARCH models (English)
0 references
1 March 2016
0 references
autoregression
0 references
consistency
0 references
convergence rates
0 references
financial econometrics
0 references
nonparametric statistics
0 references
time series
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
