Estimating confidence regions over bounded domains

DOI10.1016/J.CSDA.2004.05.017zbMath1429.62393OpenAlexW2080409610MaRDI QIDQ957208

Bruno Eklund

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2004.05.017

zbMATH Keywords

kernel estimationGARCH modelhighest density regionnonlinear grid

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Second special issue on computational econometrics ⋮ An analysis of the flexibility of asymmetric power GARCH models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Properties of moments of a family of GARCH processes
• GARCH processes: structure and estimation
• Generalized autoregressive conditional heteroscedasticity
• Kernel estimators for multivariate regression
• Spline Smoothing over Difficult Regions

This page was built for publication: Estimating confidence regions over bounded domains