Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models (Q4603790)
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scientific article; zbMATH DE number 6840438
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| English | Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models |
scientific article; zbMATH DE number 6840438 |
Statements
Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models (English)
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19 February 2018
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auto-regressive conditional heteroscedasticity processes
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kernel smoothing
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locally stationary time series
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semiparametric inference
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0.8229807615280151
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0.8190200328826904
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0.8162279725074768
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0.8122390508651733
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