Semiparametric Estimator of Time Series Conditional Variance
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Publication:3160946
DOI10.1198/JBES.2009.08118zbMath1198.62104OpenAlexW2165343304MaRDI QIDQ3160946
Liangjun Su, Santosh Mishra, Aman Ullah
Publication date: 11 October 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://ink.library.smu.edu.sg/soe_research/356
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Point estimation (62F10) Monte Carlo methods (65C05)
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