To capture the missed information in the standardized errors by parametric multivariate generalized autoregressive conditional heteroskedasticity (MV-GARCH) model, we propose a new semiparametric MV-GARCH (SM-GARCH) model. This SM-GARCH model is a twostep model: firstly estimating parametric MV-GARCH model, then using nonparametric skills to model the conditional covariance matrix of the standa...

investigation of soil properties like cation exchange capacity (cec) plays important roles in study of environmental reaserches as the spatial and temporal variability of this property have been led to development of indirect methods in estimation of this soil characteristic. pedotransfer functions (ptfs) provide an alternative by estimating soil parameters from more readily available soil data...