Uniform Consistency of Modified Kernel Estimators in Parametric ARCH- Models
Year of publication: |
1995-06
|
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Authors: | Cron, Axel |
Institutions: | University of Bonn, Germany |
Subject: | ARCH(q)-model | kernel estimation | nonparametric regression |
Extent: | application/postscript |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series SFB Number 303, Discussion Paper B-316 2 pages long |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: |
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