Weighted averages and local polynomial estimation for fractional linear ARCH processes (Q1001706)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted averages and local polynomial estimation for fractional linear ARCH processes |
scientific article |
Statements
Weighted averages and local polynomial estimation for fractional linear ARCH processes (English)
0 references
24 February 2009
0 references
LARCH process
0 references
volatility
0 references
central limit theorem
0 references
location estimation
0 references
local polynomial estimation
0 references
0 references
0 references
