Estimation in an additive model when the components are linked parametrically
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
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Englisch
- Erschienen in
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Sonderforschungsbereich 373: Quantification and Simulation of Economic Processes ; Ausgabe 1, 1999
- Schlagwort
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ARCH-Modell
Nichtparametrisches Verfahren
Theorie
ARCH-Prozess
GARCH-Prozess
Nichtparametrische Statistik
Nichtparametrisches Verfahren
- Ereignis
-
Veröffentlichung
- (wo)
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Berlin
- (wer)
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Humboldt-Universität zu Berlin
- (wann)
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2006
- Urheber
-
Carroll, Raymond J.
Härdle, Wolfgang
Mammen, Enno
- DOI
-
10.18452/3677
- URN
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urn:nbn:de:kobv:11-10055992
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:54 MEZ
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Beteiligte
- Carroll, Raymond J.
- Härdle, Wolfgang
- Mammen, Enno
- Humboldt-Universität zu Berlin
Entstanden
- 2006
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