Estimation of a semiparametric IGARCH (1,1) model
Year of publication: |
2011
|
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Authors: | Kim, Woocheol ; Linton, Oliver |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 27.2011, 3, p. 639-661
|
Subject: | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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