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

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math.ST2006★ 1 cited

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

Alexey Sorokin

The 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 i…