Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models
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Publication:5012332
DOI10.1080/10485252.2021.1898608zbMath1472.62051OpenAlexW3136525468MaRDI QIDQ5012332
Xiaoshuang Zhou, Pei Xin Zhao, Yi Ping Yang
Publication date: 1 September 2021
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2021.1898608
Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Order statistics; empirical distribution functions (62G30)
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