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~person:"Lieberman, Offer"
~person:"Linton, Oliver"
~person:"Newey, Whitney K."
~subject:"Core"
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Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
27
(
2011
)
3
,
pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
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2
Nonparametric estimation with aggregated data
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
18
(
2002
)
2
,
pp. 420-468
Persistent link: https://www.econbiz.de/10001661306
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