Local linear fitting under near epoch dependence
Year of publication: |
2007
|
---|---|
Authors: | Lu, Zudi ; Linton, Oliver |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 1, p. 37-70
|
Subject: | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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