On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process
DOI10.16929/as/2022.3293.307zbMath1510.62363MaRDI QIDQ6045963
Ouagnina Hili, Ben Célestin Kouassi, Edoh Katchekpele
Publication date: 15 May 2023
Published in: Afrika Statistika (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/journals/afrika-statistika/volume-17/issue-3/On-Nonparametric-Estimation-of-a-Nonparametric-Autoregressive-Conditionally-Heteroscedastic-Process/10.16929/as/2022.3293.307.full
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)
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