Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model (Q6104904)
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scientific article; zbMATH DE number 7704009
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model |
scientific article; zbMATH DE number 7704009 |
Statements
Extended Glivenko–Cantelli theorem and <i>L</i><sub>1</sub> strong consistency of innovation density estimator for time-varying semiparametric ARCH model (English)
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28 June 2023
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ARCH\((p)\)
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B-spline
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Glivenko-Cantelli theorem
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kernel density estimator
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time-varying trend
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