Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes
J. Beran, Y. Feng, Journal of Statistical Theory and Practice 1 (2012) 149–166.
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Journal Article
| Published
| English
Author
Beran, Jan;
Feng, YuanhuaLibreCat
Publishing Year
Journal Title
Journal of Statistical Theory and Practice
Volume
1
Issue
2
Page
149-166
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Beran J, Feng Y. Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice. 2012;1(2):149-166. doi:10.1080/15598608.2007.10411831
Beran, J., & Feng, Y. (2012). Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes. Journal of Statistical Theory and Practice, 1(2), 149–166. https://doi.org/10.1080/15598608.2007.10411831
@article{Beran_Feng_2012, title={Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes}, volume={1}, DOI={10.1080/15598608.2007.10411831}, number={2}, journal={Journal of Statistical Theory and Practice}, publisher={Informa UK Limited}, author={Beran, Jan and Feng, Yuanhua}, year={2012}, pages={149–166} }
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice 1, no. 2 (2012): 149–66. https://doi.org/10.1080/15598608.2007.10411831.
J. Beran and Y. Feng, “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes,” Journal of Statistical Theory and Practice, vol. 1, no. 2, pp. 149–166, 2012.
Beran, Jan, and Yuanhua Feng. “Weighted Averages and Local Polynomial Estimation for Fractional Linear ARCH Processes.” Journal of Statistical Theory and Practice, vol. 1, no. 2, Informa UK Limited, 2012, pp. 149–66, doi:10.1080/15598608.2007.10411831.
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