Statistical inference for nonparametric GARCH models (Q311986)
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scientific article; zbMATH DE number 6626998
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| English | Statistical inference for nonparametric GARCH models |
scientific article; zbMATH DE number 6626998 |
Statements
Statistical inference for nonparametric GARCH models (English)
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13 September 2016
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autoregression
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financial time series
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inference for stochastic processes
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minimax rates
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nonparametric regression
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0.8468546867370605
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0.8398483991622925
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0.8319051861763
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0.8299145102500916
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0.8154124021530151
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