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<titleInfo><title>Local Polynomial Estimation with a FARIMA-GARCH Error Process</title></titleInfo>


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  <namePart type="given">Jan</namePart>
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  <namePart type="given">Yuanhua</namePart>
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<originInfo><publisher>JSTOR</publisher><dateIssued encoding="w3cdtf">2007</dateIssued>
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  <identifier type="issn">1350-7265</identifier><identifier type="doi">10.2307/3318539</identifier>
<part><detail type="volume"><number>7</number></detail><detail type="issue"><number>5</number></detail>
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<bibtex>@article{Beran_Feng_2007, title={Local Polynomial Estimation with a FARIMA-GARCH Error Process}, volume={7}, DOI={&lt;a href=&quot;https://doi.org/10.2307/3318539&quot;&gt;10.2307/3318539&lt;/a&gt;}, number={5733}, journal={Bernoulli}, publisher={JSTOR}, author={Beran, Jan and Feng, Yuanhua}, year={2007} }</bibtex>
<short>J. Beran, Y. Feng, Bernoulli 7 (2007).</short>
<ama>Beran J, Feng Y. Local Polynomial Estimation with a FARIMA-GARCH Error Process. &lt;i&gt;Bernoulli&lt;/i&gt;. 2007;7(5). doi:&lt;a href=&quot;https://doi.org/10.2307/3318539&quot;&gt;10.2307/3318539&lt;/a&gt;</ama>
<chicago>Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” &lt;i&gt;Bernoulli&lt;/i&gt; 7, no. 5 (2007). &lt;a href=&quot;https://doi.org/10.2307/3318539&quot;&gt;https://doi.org/10.2307/3318539&lt;/a&gt;.</chicago>
<ieee>J. Beran and Y. Feng, “Local Polynomial Estimation with a FARIMA-GARCH Error Process,” &lt;i&gt;Bernoulli&lt;/i&gt;, vol. 7, no. 5, 2007.</ieee>
<mla>Beran, Jan, and Yuanhua Feng. “Local Polynomial Estimation with a FARIMA-GARCH Error Process.” &lt;i&gt;Bernoulli&lt;/i&gt;, vol. 7, no. 5, 733, JSTOR, 2007, doi:&lt;a href=&quot;https://doi.org/10.2307/3318539&quot;&gt;10.2307/3318539&lt;/a&gt;.</mla>
<apa>Beran, J., &amp;#38; Feng, Y. (2007). Local Polynomial Estimation with a FARIMA-GARCH Error Process. &lt;i&gt;Bernoulli&lt;/i&gt;, &lt;i&gt;7&lt;/i&gt;(5). &lt;a href=&quot;https://doi.org/10.2307/3318539&quot;&gt;https://doi.org/10.2307/3318539&lt;/a&gt;</apa>
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