Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706)
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scientific article; zbMATH DE number 5510780
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| English | Weighted averages and local polynomial estimation for fractional linear ARCH processes |
scientific article; zbMATH DE number 5510780 |
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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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0.7896121144294739
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0.7882704138755798
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0.7676149606704712
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