Uniform bound for strong mixing coefficient and maximum of residual empirical process of ARCH sequence

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dc.creatorSorokin, Alexey
dc.date2006-10-25
dc.date.accessioned2026-07-07T08:08:16Z
dc.date.available2026-07-07T08:08:16Z
dc.descriptionThe paper considers two main results. First one is the uniform bound for strong mixing coefficient of ARCH sequence. Second is the bound for maximum of residual empirical process in the same model. We illustrate their usefulness by proving robustness of two types of estimates (GM and minimum distance).
dc.descriptionin Russian, 28 pages
dc.identifierhttps://arxiv.org/abs/math/0610747
dc.identifierhttp://arxiv.org/abs/math/0610747
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131207
dc.subjectStatistics Theory
dc.subject62G05; 62G35
dc.titleUniform bound for strong mixing coefficient and maximum of residual empirical process of ARCH sequence
dc.typetext

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