Direct estimation in an additive model when the components are proportional

Statistica Sinica

Volumn 12, Issue 3, 2002, Pages 801-821

  Yang, Lijian ^a  

^a MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Coefficient parameter; DEM GBP daily returns; Efficient estimator; Equivalent kernel; Local polynomial; Nonparametric GARCH; Rule of thumb bandwidth

Indexed keywords

EID: 0036660591     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (17)

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