Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 09:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models |
scientific article |
Statements
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (English)
0 references
15 October 2010
0 references
adaptive pointwise estimation
0 references
autoregressive models
0 references
conditional hetero-scedasticity models
0 references
local time-homogeneity
0 references
