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Bootstrapping the nonparametric ARCH regression model - MaRDI portal

Bootstrapping the nonparametric ARCH regression model (Q2452874)

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Bootstrapping the nonparametric ARCH regression model
scientific article

    Statements

    title
    Bootstrapping the nonparametric ARCH regression model (English)
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    author
    Kenichi Shimizu
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    publication date
    5 June 2014
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    zbMATH Keywords
    ARCH
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    bootstrap
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    kernel estimation
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    nonparametric regression
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62M10
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    62G20
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    62G09
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    62G05
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    zbMATH DE Number
    6301092
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    OpenAlex ID
    W2080513782
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