مرکز منطقه ای اطلاع رساني علوم و فناوري - Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors

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 :

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 :