Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1111/j.1368-423X.2009.00292.x / rank | |||
Property / DOI | |||
Property / DOI: 10.1111/J.1368-423X.2009.00292.X / rank | |||
Normal rank |
Latest revision as of 19:54, 20 December 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
0 references
0 references
0 references