semi- and nonparametric arch processes半和非参数拱过程.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2011, Article ID 906212, 17 pages doi:10.1155/2011/906212 Review Article Semi- and Nonparametric ARCH Processes Oliver B. Linton1 and Yang Yan2 1 Department of Economics, The London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK 2 Department of Statistics, The London School of Economics and Political Science, Houghton Street, London WC2A 2AE, UK Correspondence should be addressed to Oliver B. Linton, o.linton@lse