The \(L_{1}\) strong consistency of ARCH innovation density estimator
type: Item
instance of: scholarly article
title: The \(L_{1}\) strong consistency of ARCH innovation density estimator
zbMATH Open document ID: 1209.62200
author: Fuxia Cheng
author: Miin-Jye Wen
published in: Statistics \& Probability Letters
publication date: 2011-03-31T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5872505
zbMATH Keywords: ARCH-time series
zbMATH Keywords: kernel density estimation
zbMATH Keywords: strong consistency
zbMATH Keywords: \(L_{1}\)-norm
MaRDI profile type: Publication
full work available at URL: j.spl.2011.01.001
OpenAlex ID: W2025816493
cites work: Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series
cites work: Asymptotic properties in ARCH(p)-time series
cites work: The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: ARCH models and financial applications
cites work: \(L_{p}\)-estimators in ARCH models
cites work: Residual analysis for \(\text{ARCH}(p)\)-time series.
DOI: 10.1016/J.SPL.2011.01.001
description: scientific article; zbMATH DE number 5872505