scientific article
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Publication:2917959
DOI10.3969/j.issn.1007-2861.2011.06.010zbMath1263.62115MaRDI QIDQ2917959
Youhua He, Jianqiang Cheng, Meihong Zou
Publication date: 5 October 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
asymptotic normalitychange points in volatility\(\beta\)-mixed processeslocally linear estimationnonparametric heteroscedastic model
Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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