Theory & Methods: An Efficient Simulation Method for the Computation of a Class of Conditional Expectations
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Publication:4701039
DOI10.1111/1467-842X.00087zbMath1055.62549OpenAlexW1508571799MaRDI QIDQ4701039
Publication date: 1999
Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-842x.00087
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)
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