Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819)

From MaRDI portal
scientific article; zbMATH DE number 1408770
Language Label Description Also known as
English
Nonparametric Autoregression with Multiplicative Volatility and Additive mean
scientific article; zbMATH DE number 1408770

    Statements

    Nonparametric Autoregression with Multiplicative Volatility and Additive mean (English)
    0 references
    0 references
    0 references
    1 March 2000
    0 references
    time series
    0 references
    additive mean
    0 references
    geometric ergodicity
    0 references
    geometric mixing
    0 references
    local polynomial regression
    0 references
    marginal integration
    0 references
    multiplicative volatility
    0 references
    stationary probability densities
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references