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Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes

Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes

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BERAN, Jan, Yuanhua FENG, 2007. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. In: Journal of Statistical Theory and Practice. 1(2), pp. 149-166. ISSN 1559-8608. eISSN 1559-8616. Available under: doi: 10.1080/15598608.2007.10411831

@article{Beran2007Weigh-27580, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, year={2007}, doi={10.1080/15598608.2007.10411831}, number={2}, volume={1}, issn={1559-8608}, journal={Journal of Statistical Theory and Practice}, pages={149--166}, author={Beran, Jan and Feng, Yuanhua} }

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