Template-Type: ReDIF-Paper 1.0
Title: Uniform Consistency of Modified Kernel Estimators in Parametric ARCH-
  	Models
Author-Name: Axel Cron
Abstract: This paper shows the uniform consistency in probability of a
  	modified kernel estimator towards the Baire function representing
  	the conditional variance provided the data generating process is
  	given by a strictly stationary solution of a parametric ARCH(q)-
  	model.
Keywords: ARCH(q)-model,kernel estimation,nonparametric regression.
Classification-JEL: C14; C22
Series: SFB
Number: 303, Discussion Paper B-316
Creation-Date: 1995-06
Length: 24
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonsfb/bonsfb316.ps
File-Format: Application/PostScript
Handle: RePEc:bon:bonsfb:316