Local polynomial estimators of the volatility function in nonparametric autoregression
type: Item
instance of: scholarly article
title: Local polynomial estimators of the volatility function in nonparametric autoregression
zbMATH Open document ID: 0904.62047
DOI: 10.1016/S0304-4076(97)00044-4
published in: Journal of Econometrics
publication date: 1999-01-27T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1083054
zbMATH Keywords: local polynomials
zbMATH Keywords: nonlinear time series
zbMATH Keywords: nonlinear autoregression
zbMATH Keywords: rates of convergence
zbMATH Keywords: asymptotic normality
author: Wolfgang K. Härdle
author: Alexandre B. Tsybakov
describes a project that uses: XploRe
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1083054