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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On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process
scientific article; zbMATH DE number 7685942

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    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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