Local Polynomial Estimation with a FARIMA-GARCH Error Process

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BERAN, Jan, Yuanhua FENG, 2001. Local Polynomial Estimation with a FARIMA-GARCH Error Process. In: Bernoulli. 7(5), pp. 733-750. ISSN 1350-7265. Available under: doi: 10.2307/3318539

@article{Beran2001Local-27495, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, year={2001}, doi={10.2307/3318539}, number={5}, volume={7}, issn={1350-7265}, journal={Bernoulli}, pages={733--750}, author={Beran, Jan and Feng, Yuanhua} }

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