Pages that link to "Item:Q5467603"
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The following pages link to Local Likelihood for non‐parametric ARCH(1) models (Q5467603):
Displaying 6 items.
- A semiparametric method for estimating nonlinear autoregressive model with dependent errors (Q640165) (← links)
- Semiparametric estimation of regression functions in autoregressive models (Q1003415) (← links)
- Splines for Financial Volatility (Q2920261) (← links)
- Local Estimation in AR Models with Nonparametric ARCH Errors (Q3634559) (← links)
- Mixtures of autoregressive-autoregressive conditionally heteroscedastic models: semi-parametric approach (Q5128578) (← links)
- Nonparametric volatility prediction (Q6601087) (← links)
