Statistical inference for nonparametric GARCH models (Q311986)
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scientific article; zbMATH DE number 6626998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for nonparametric GARCH models |
scientific article; zbMATH DE number 6626998 |
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Statistical inference for nonparametric GARCH models (English)
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13 September 2016
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autoregression
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financial time series
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inference for stochastic processes
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minimax rates
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nonparametric regression
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