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






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