Bootstrapping the nonparametric ARCH regression model (Q2452874): Difference between revisions

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+https://doi.org/10.1016/j.spl.2014.01.002
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+W2080513782
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Bootstrap of kernel smoothing in nonlinear time series
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+Bootstrap tests for simple structures in nonparametric time series regression
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+MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
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+NONPARAMETRIC ESTIMATORS FOR TIME SERIES
@@ Property / cites work: NONPARAMETRIC ESTIMATORS FOR TIME SERIES / rank @@
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+The bootstrap does not alwayswork for heteroscedasticmodels
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+Publication:2452874