Pages that link to "Item:Q2452874"
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The following pages link to Bootstrapping the nonparametric ARCH regression model (Q2452874):
Displaying 5 items.
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Bootstrapping a weighted linear estimator �of the ARCH parameters (Q3077651) (← links)
- (Q3497651) (← links)
- The Fixed Volatility Bootstrap for a Class of Arch(<i>q</i>) Models (Q4556518) (← links)
- On the Consistency of Bootstrap Testing for a Parameter on the Boundary of the Parameter Space (Q5283409) (← links)