Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Cizek, P et al.
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 2009 - 2009 - 248-271 V. 12 Issue. 2
Econometrics
Adaptive pointwise estimation;Autoregressive models;Conditional heteroscedasticity models;Local time homogeneity;
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models 2009 - 2009 - 248-271 V. 12 Issue. 2
Econometrics
Adaptive pointwise estimation;Autoregressive models;Conditional heteroscedasticity models;Local time homogeneity;