Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models |
scientific article |
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (English)
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15 October 2010
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adaptive pointwise estimation
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autoregressive models
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conditional hetero-scedasticity models
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local time-homogeneity
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