On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963)
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scientific article; zbMATH DE number 7685942
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| English | On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process |
scientific article; zbMATH DE number 7685942 |
Statements
On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (English)
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15 May 2023
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asymptotic normality
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autoregression function
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Nadaraya-Watson estimator
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volatility
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\(\tau\)-mixing
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