References

• 1998Efficient estimation of conditional variance functions in stochastic regression474 cited
• 1995Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality275 cited
• 1997Local polynomial estimators of the volatility function in nonparametric autoregression259 cited
• 1999Nonparametric Autoregression with Multiplicative Volatility and Additive mean112 cited
• 1998Nonparametric vector autoregression111 cited
• 1998ON THE GEOMETRIC ERGODICITY OF A NON-LINEAR AUTOREGRESSIVE MODEL WITH AN AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTIC TERM53 cited
• 2001L1 geometric ergodicity of a multivariate nonlinear AR model with an ARCH term44 cited

Cited by

No citing works inside the corpus for this window.