Asymptotics for L2-norm of ARCH innovation density estimator
Fuxia Cheng, Shuxia Sun, Miin-Jye WenVolume:
141
Year:
2011
Language:
english
Pages:
9
DOI:
10.1016/j.jspi.2011.06.013
File:
PDF, 174 KB
english, 2011