Pages that link to "Item:Q3634559"
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The following pages link to Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559):
Displaying 10 items.
- Estimation and testing for a Poisson autoregressive model (Q626420) (← links)
- Nonparametric estimation of volatility models with serially dependent innovations (Q866604) (← links)
- Local linear regression for data with AR errors (Q1036922) (← links)
- Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929) (← links)
- Smoothed conditional scale function estimation in AR(1)-ARCH(1) processes (Q1658202) (← links)
- Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
- On nonparametric estimation in nonlinear AR(1)-models (Q1962160) (← links)
- Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976) (← links)
- Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation (Q2890707) (← links)
- (Q3780320) (← links)