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

2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/131207The 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).in Russian, 28 pagesStatistics Theory62G05; 62G35Uniform bound for strong mixing coefficient and maximum of residual empirical process of ARCH sequencetext