Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706): Difference between revisions

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Latest revision as of 01:44, 29 June 2024

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Weighted averages and local polynomial estimation for fractional linear ARCH processes
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    Weighted averages and local polynomial estimation for fractional linear ARCH processes (English)
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    24 February 2009
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    LARCH process
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    volatility
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    central limit theorem
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    location estimation
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    local polynomial estimation
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