Abstract
In this paper we consider the global property for the innovation density estimator in ARCH time series. For the kernel innovation density estimator based on residuals, we obtain its strong consistency under L1-norm.
Original language | English |
---|---|
Pages (from-to) | 548-551 |
Number of pages | 4 |
Journal | Statistics and Probability Letters |
Volume | 81 |
Issue number | 5 |
DOIs | |
Publication status | Published - 2011 May |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty