Estimation in an additive model when the components are linked parametrically
Year of publication: |
2002
|
---|---|
Authors: | Carroll, Raymond J. ; Härdle, Wolfgang ; Mammen, Enno |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 18.2002, 4, p. 886-912
|
Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory |
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