Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (Q5393899)
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scientific article; zbMATH DE number 5066831
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 |
scientific article; zbMATH DE number 5066831 |
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Estimating Semiparametric ARCH(oo) Models by Kernel Smoothing Methods1 (English)
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24 October 2006
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ARCH
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inverse problem
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kernel estimation
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news impact curve
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nonparametric regression
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profile likelihood
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semiparametric estimation
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volatility
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