Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Estimation in AR Models with Nonparametric ARCH Errors |
scientific article |
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Local Estimation in AR Models with Nonparametric ARCH Errors (English)
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25 June 2009
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ARCH errors
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autoregressive
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kernel estimation
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local quasi-likelihood
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