Asymptotics for L2-norm of ARCH innovation density estimator

Fuxia Cheng; Shuxia Sun; Miin Jye Wen

doi:10.1016/j.jspi.2011.06.013

Asymptotics for L2-norm of ARCH innovation density estimator

Fuxia Cheng, Shuxia Sun, Miin Jye Wen

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	3771-3779
Number of pages	9
Journal	Journal of Statistical Planning and Inference
Volume	141
Issue number	12
DOIs	https://doi.org/10.1016/j.jspi.2011.06.013
State	Published - Dec 2011
Externally published	Yes

ASJC Scopus Subject Areas

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

Keywords

ARCH-time series
Goodness-of-fit test
Kernel density estimation
L2-norm

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10.1016/j.jspi.2011.06.013

Cite this

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title = "Asymptotics for L2-norm of ARCH innovation density estimator",

keywords = "ARCH-time series, Goodness-of-fit test, Kernel density estimation, L2-norm",

author = "Fuxia Cheng and Shuxia Sun and Wen, {Miin Jye}",

year = "2011",

month = dec,

doi = "10.1016/j.jspi.2011.06.013",

language = "English",

volume = "141",

pages = "3771--3779",

journal = "Journal of Statistical Planning and Inference",

issn = "0378-3758",

number = "12",

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TY - JOUR

T1 - Asymptotics for L2-norm of ARCH innovation density estimator

AU - Cheng, Fuxia

AU - Sun, Shuxia

AU - Wen, Miin Jye

PY - 2011/12

Y1 - 2011/12

KW - ARCH-time series

KW - Goodness-of-fit test

KW - Kernel density estimation

KW - L2-norm

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U2 - 10.1016/j.jspi.2011.06.013

DO - 10.1016/j.jspi.2011.06.013

M3 - Article

AN - SCOPUS:79960847326

SN - 0378-3758

VL - 141

SP - 3771

EP - 3779

JO - Journal of Statistical Planning and Inference

JF - Journal of Statistical Planning and Inference

IS - 12

ER -

Asymptotics for L2-norm of ARCH innovation density estimator

ASJC Scopus Subject Areas

Keywords

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