Local polynomial estimation with a FARIMA-GARCH error process (Q5950042): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: KernSmooth / rank | |||
Normal rank | |||
Revision as of 22:26, 28 February 2024
scientific article; zbMATH DE number 1679511
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local polynomial estimation with a FARIMA-GARCH error process |
scientific article; zbMATH DE number 1679511 |
Statements
Local polynomial estimation with a FARIMA-GARCH error process (English)
0 references
23 May 2002
0 references
local polynomial estimation
0 references
long memory
0 references
martingales
0 references
semi-parametric models
0 references
asymptotic normality
0 references
FARIMA-GARCH process
0 references
