Nonparametric Autoregression with Multiplicative Volatility and Additive mean (Q4939819)
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scientific article; zbMATH DE number 1408770
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| 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)
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1 March 2000
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time series
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additive mean
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geometric ergodicity
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geometric mixing
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local polynomial regression
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marginal integration
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multiplicative volatility
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stationary probability densities
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0.8615828156471252
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0.8534963130950928
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0.8227033615112305
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0.8095759749412537
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