Asymptotics for L2-norm of ARCH innovation density...

Asymptotics for L2-norm of ARCH innovation density estimator

Fuxia Cheng, Shuxia Sun, Miin-Jye Wen
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Volume:
141
Year:
2011
Language:
english
Pages:
9
DOI:
10.1016/j.jspi.2011.06.013
File:
PDF, 174 KB
english, 2011
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