This paper shows the uniform consistency in probability of modified kernel estimators towards the Baire functions representing the conditional variances and contemporaneous conditional covariances provided the data generating process is given by a strictly stationary solution of a nonparametric...

We analyze the asymptotic behaviour of kernel

This paper attempts to analyze the impact of German unification on the position that Germany holds within the European Monetary System (EMS), i.\ e.\ on the asymmetry in the EMS. Applying kernel estimation and bootstrap methods we can corroborate the result of previous studies that Germany's...

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.