Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
| Type of Publication: | Journal article |
| Author: | Beran, Jan; Feng, Yuanhua |
| Year of publication: | 2007 |
| Published in: | Journal of Statistical Theory and Practice ; 1 (2007), 2. - pp. 149-166. - ISSN 1559-8608. - eISSN 1559-8616 |
| DOI (citable link): | https://dx.doi.org/10.1080/15598608.2007.10411831 |
| Subject (DDC): | 310 Statistics |
| Bibliography of Konstanz: | Yes |
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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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