Pages that link to "Item:Q311986"
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The following pages link to Statistical inference for nonparametric GARCH models (Q311986):
Displayed 3 items.
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Consistency of a nonparametric least squares estimator in integer-valued GARCH models (Q5078834) (← links)
- Efficient nonparametric estimation and inference for the volatility function (Q5384667) (← links)