Semi- and nonparametric ARCH processes.

Linton, Oliver B., and Yan, Yang. "Semi- and nonparametric ARCH processes.." Journal of Probability and Statistics 2011 (2011): Article ID 906212, 17 p.-Article ID 906212, 17 p.. <http://eudml.org/doc/229524>.

@article{Linton2011,
author = {Linton, Oliver B., Yan, Yang},
journal = {Journal of Probability and Statistics},
language = {eng},
pages = {Article ID 906212, 17 p.-Article ID 906212, 17 p.},
publisher = {Hindawi Publishing Corporation, New York},
title = {Semi- and nonparametric ARCH processes.},
url = {http://eudml.org/doc/229524},
volume = {2011},
year = {2011},
}

TY - JOUR
AU - Linton, Oliver B.
AU - Yan, Yang
TI - Semi- and nonparametric ARCH processes.
JO - Journal of Probability and Statistics
PY - 2011
PB - Hindawi Publishing Corporation, New York
VL - 2011
SP - Article ID 906212, 17 p.
EP - Article ID 906212, 17 p.
LA - eng
UR - http://eudml.org/doc/229524
ER -