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A Functional Version of the ARCH Model

A Functional Version of the ARCH Model

2 May 2011
Siegfried Hormann
Lajos Horváth
Ron Reeder
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Papers citing "A Functional Version of the ARCH Model"

2 / 2 papers shown
Title
Locally Stationary Functional Time Series
Locally Stationary Functional Time Series
Anne van Delft
M. Eichler
47
41
0
16 Feb 2016
Weakly dependent functional data
Weakly dependent functional data
Siegfried Hormann
P. Kokoszka
74
360
0
05 Oct 2010
1