Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (Q1956880)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression |
scientific article; zbMATH DE number 5790882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression |
scientific article; zbMATH DE number 5790882 |
Statements
Semi-recursive nonparametric identification in the general sense of a nonlinear heteroscedastic autoregression (English)
0 references
24 September 2010
0 references
semi-recursive kernel estimates
0 references
conditional mean
0 references
volatility function
0 references
sensitivity
0 references
nonlinear heteroscedastic autoregression
0 references
mean square errors
0 references
0 references
