Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series
type: Item
instance of: scholarly article
title: Extended Glivenko-Cantelli theorem in ARCH\((p)\)-time series
zbMATH Open document ID: 1152.62363
author: Fuxia Cheng
published in: Statistics \& Probability Letters
publication date: 2008-09-17T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62G30
zbMATH DE Number: 5344866
MaRDI profile type: Publication
full work available at URL: j.spl.2007.12.009
OpenAlex ID: W2050460791
cites work: Q4410079
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: Q3223667
cites work: ARCH models and financial applications
cites work: Foundations of Modern Probability
cites work: Fitting an error distribution in some heteroscedastic time series models
cites work: Some Results on the Complete and Almost Sure Convergence of Linear Combinations of Independent Random Variables and Martingale Differences
cites work: Residual analysis for \(\text{ARCH}(p)\)-time series.
cites work: Estimation in nonlinear time series models
DOI: 10.1016/J.SPL.2007.12.009
description: scientific article; zbMATH DE number 5344866