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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 |
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