Title of article
Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
Author/Authors
Naâmane La?¨b، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
24
From page
116
To page
139
Keywords
Ergodic processes , Kernel estimate , Variance function , Normality , prediction , Martingale difference , Mixing processes
Journal title
Journal of Statistical Planning and Inference
Serial Year
2005
Journal title
Journal of Statistical Planning and Inference
Record number
219974
Link To Document