Empirical likelihood inference for functional coefficient ARCH-M model
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Publication:1734927
DOI10.1007/s10114-018-8083-9zbMath1415.62069OpenAlexW2905358668MaRDI QIDQ1734927
Yan Meng Zhao, Hai Qing Zhao, Yu'an Li
Publication date: 27 March 2019
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-018-8083-9
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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