Local polynomial estimators of the volatility function in nonparametric autoregression (Q1372929)
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scientific article; zbMATH DE number 1083054
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| English | Local polynomial estimators of the volatility function in nonparametric autoregression |
scientific article; zbMATH DE number 1083054 |
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Local polynomial estimators of the volatility function in nonparametric autoregression (English)
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27 January 1999
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local polynomials
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nonlinear time series
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nonlinear autoregression
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rates of convergence
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asymptotic normality
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0.8534963130950928
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0.847162127494812
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0.8468477725982666
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0.8467777371406555
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0.841401219367981
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