Semi- and nonparametric ARCH processes.
Linton, Oliver B. ; Yan, Yang
Journal of Probability and Statistics, Tome 2011 (2011), / Harvested from The Electronic Library of Mathematics
Access to full text
Full (PDF)
Publié le : 2011-01-01
DOI : https://doi.org/10.1155/2011/906212
EUDML-ID : urn:eudml:doc:229524 
@article{05822183,
     title = {Semi- and nonparametric ARCH processes.},
     journal = {Journal of Probability and Statistics},
     volume = {2011},
     year = {2011},
     doi = {10.1155/2011/906212},
     zbl = {1200.91305},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05822183}
}

Linton, Oliver B.; Yan, Yang. Semi- and nonparametric ARCH processes.. Journal of Probability and Statistics, Tome 2011 (2011) . doi : 10.1155/2011/906212. http://gdmltest.u-ga.fr/item/05822183/