Local Likelihood for non‐parametric ARCH(1) models (Q5467603)
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scientific article; zbMATH DE number 5026130
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Likelihood for non‐parametric ARCH(1) models |
scientific article; zbMATH DE number 5026130 |
Statements
Local Likelihood for non‐parametric ARCH(1) models (English)
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24 May 2006
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local likelihood
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kernel regression estimator
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consistency
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asymptotic normality
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