Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (Q2485976)
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scientific article; zbMATH DE number 2192715
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| English | Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors |
scientific article; zbMATH DE number 2192715 |
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Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors (English)
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5 August 2005
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Ergodic processes
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Kernel estimate
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Martingale difference
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Mixing processes
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Normality
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Prediction
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Variance function
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0.8711153864860535
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0.8368338346481323
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0.8267782330513
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0.8227033615112305
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