Local Polynomial Estimation with a FARIMA-GARCH Error Process
J. Beran, Y. Feng, Bernoulli 7 (2007).
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Beran, Jan;
Feng, YuanhuaLibreCat
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Journal Title
Bernoulli
Volume
7
Issue
5
Article Number
733
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Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli. 2007;7(5). doi:10.2307/3318539
Beran, J., & Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. Bernoulli, 7(5). https://doi.org/10.2307/3318539
@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={10.2307/3318539}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }
Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” Bernoulli 7, no. 5 (2007). https://doi.org/10.2307/3318539.
J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” Bernoulli, vol. 7, no. 5, 2007.
Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” Bernoulli, vol. 7, no. 5, 733, JSTOR, 2007, doi:10.2307/3318539.
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