Estimating semiparametric ARCH(∞) models by kernel smoothing methods


Linton, Oliver ; Mammen, Enno



DOI: https://doi.org/10.1111/j.1468-0262.2005.00596.x
URL: https://onlinelibrary.wiley.com/doi/full/10.1111/j...
Additional URL: https://www.jstor.org/stable/3598867
Document Type: Article
Year of publication: 2005
The title of a journal, publication series: Econometrica : Journal of the Econometric Society
Volume: 73
Issue number: 3
Page range: 771-836
Place of publication: New York [u.a.]
Publishing house: Blackwell Publ. [u.a.]
ISSN: 0012-9682 , 1468-0262
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 330 Economics




Dieser Eintrag ist Teil der Universitätsbibliographie.




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