Article ID Journal Published Year Pages File Type
1155187 Statistics & Probability Letters 2008 6 Pages PDF
Abstract
In this paper we consider the uniform strong consistency of nonparametric innovation distribution function estimation in ARCH(p)-time series. We obtain the extended Glivenko-Cantelli Theorem for the residual-based empirical distribution function.
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Physical Sciences and Engineering Mathematics Statistics and Probability
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Extended Glivenko-Cantelli Theorem in ARCH(p)-time series
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