Nonparametric estimation of the conditional variance function with correlated errors
| UDC.coleccion | Investigación | es_ES |
| UDC.departamento | Matemáticas | es_ES |
| UDC.grupoInv | Modelización, Optimización e Inferencia Estatística (MODES) | es_ES |
| 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.format.mimetype | application/pdf | |
| 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.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.rights.accessRights | open access | 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 | preprint | es_ES |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 8266f7ba-97e2-451f-9c0a-5501266378e0 | |
| relation.isAuthorOfPublication | 9724fb7a-c0db-4b2f-aa1a-7f79bf9c2064 | |
| relation.isAuthorOfPublication.latestForDiscovery | 8266f7ba-97e2-451f-9c0a-5501266378e0 |
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