Nonparametric  estimation of the conditional variance function with correlated errors

dc.contributor.author	Vilar, Juan M.
dc.contributor.author	Francisco-Fernández, Mario
dc.date.accessioned	2007-06-27T15:26:26Z
dc.date.available	2007-06-27T15:26:26Z
dc.date.issued	2006
dc.identifier.citation	Journal of nonparametric statistics, vol. 18 (2006), n. 4-6, pp. 375-391.	es_ES
dc.identifier.issn	1048-5252
dc.identifier.uri	http://hdl.handle.net/2183/858
dc.format.mimetype	application/pdf
dc.language.iso	eng	es_ES
dc.publisher	Taylor & Francis	es_ES
dc.relation.uri	http://www.informaworld.com/openurl?genre=article&issn=1048-5252&volume=&18issue=4-6&spage=375;	es_ES
dc.rights	This is a preprint of an article submitted for consideration in the Journal of nonparametric statistics © 2006 copyright Taylor & Francis ; Journal of nonparametric statistics is available online at: http://www.informaworld.com/	es_ES
dc.subject	Autoregressive process	es_ES
dc.subject	Heterocedasticity	es_ES
dc.subject	Local polynomials	es_ES
dc.subject	Volatility	es_ES
dc.title	Nonparametric estimation of the conditional variance function with correlated errors	es_ES
dc.type	info:eu-repo/semantics/preprint	es_ES
dc.rights.access	info:eu-repo/semantics/openAccess	es_ES