Empirical likelihood based estimation for a class of functional coefficient ARCH-M models
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Publication:5077366
DOI10.1080/03610926.2018.1554139OpenAlexW2908328639MaRDI QIDQ5077366
Xiaoshuang Zhou, Pei Xin Zhao, Yi Ping Yang
Publication date: 18 May 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1554139
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30) Statistics (62-XX)
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Cites Work
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