Kouassi, Ben Célestin; Hili, Ouagnina; Katchekpele, Edoh On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process. (English. French summary) Zbl 1510.62363 Afr. Stat. 17, No. 3, 3293-3319 (2022). MSC: 62M10 62G05 62E20 62G20 62P05 PDFBibTeX XMLCite \textit{B. C. Kouassi} et al., Afr. Stat. 17, No. 3, 3293--3319 (2022; Zbl 1510.62363) Full Text: DOI Link
Liang, Xin; Zhang, Xingfa; Li, Yuan; Deng, Chunliang Daily nonparametric ARCH(1) model estimation using intraday high frequency data. (English) Zbl 1525.62049 AIMS Math. 6, No. 4, 3455-3464 (2021). MSC: 62P05 62M10 62P20 PDFBibTeX XMLCite \textit{X. Liang} et al., AIMS Math. 6, No. 4, 3455--3464 (2021; Zbl 1525.62049) Full Text: DOI