scientific article; zbMATH DE number 1340124

zbMath0978.62083MaRDI QIDQ4265713

Naâmane Laïb

Publication date: 5 February 2002

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

predictionmartingale differencesstationarityregressionergodic processesautoregressionpartitioning estimate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strong limit theorems (60F15)

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Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors

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