Bootstrapping the nonparametric ARCH regression model
Year of publication: |
2014
|
---|---|
Authors: | Shimizu, Kenichi |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 87.2014, C, p. 61-69
|
Publisher: |
Elsevier |
Subject: | ARCH | Bootstrap | Kernel estimation | Nonparametric regression |
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