Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
Beran, Jan, Feng, YuanhuaVolume:
1
Language:
english
Journal:
Journal of Statistical Theory and Practice
DOI:
10.1080/15598608.2007.10411831
Date:
June, 2007
File:
PDF, 209 KB
english, 2007