Nonparametric estimation of the conditional variance function with correlated errors (Q3426257): Difference between revisions

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Latest revision as of 14:40, 25 June 2024

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Nonparametric estimation of the conditional variance function with correlated errors
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    Nonparametric estimation of the conditional variance function with correlated errors (English)
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    8 March 2007
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    autoregressive process
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    heteroscedasticity
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    local polynomials
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