Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Nonparametric Autoregression with Multiplicative Volatility and Additive mean |
scientific article; zbMATH DE number 1408770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
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
0.8615828156471252
0 references
0.8534963130950928
0 references
0.8227033615112305
0 references
0.8095759749412537
0 references
