Local Estimation in AR Models with Nonparametric ARCH Errors

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Publication:3634559

DOI10.1080/03610920701739612zbMath1189.62150OpenAlexW2091144827MaRDI QIDQ3634559

De-Hui Wang, Fukang Zhu

Publication date: 25 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701739612



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