scientific article; zbMATH DE number 7524823
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Publication:5075217
zbMath1485.62150MaRDI QIDQ5075217
Xulan Chen, Jiangyan Wang, Jin-Guan Lin
Publication date: 10 May 2022
Full work available at URL: http://aps.ecnu.edu.cn/EN/abstract/abstract9413.shtml
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonparametric estimationGARCH modelB-spline estimationlong financial time seriesmultiplication decomposition
Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Economic time series analysis (91B84)
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