Asymptotic theory for ARCH-SM models: Lan and residual empirical processes

Business & Economics

• Empirical Process 100%
• Asymptotic Theory 76%
• ARCH Models 68%
• Estimator 18%
• Optimal Test 17%
• Nuisance Parameter 15%
• Asymptotic Behavior 15%
• Limiting Distribution 14%
• Autoregressive Model 13%
• GARCH Model 11%
• Innovation 8%

Mathematics

• ARCH Models 77%
• Empirical Process 66%
• Asymptotic Theory 60%
• Model 18%
• GARCH Model 15%
• Optimal Test 15%
• Efficient Estimator 14%
• Asymptotically Optimal 12%
• Innovation 12%
• Limiting Distribution 11%
• Unknown Parameters 10%
• Regression 8%
• Cover 8%
• Asymptotic Behavior 8%
• Unknown 7%
• Estimator 6%
• Class 3%