Efficient estimation of conditional variance functions in stochastic regression (Q4216694): Difference between revisions
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| Property / DOI: 10.1093/biomet/85.3.645 / rank | |||
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| Property / author: Jianqing Fan / rank | |||
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| Property / author: Jianqing Fan / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2035196103 / rank | |||
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| Property / DOI: 10.1093/BIOMET/85.3.645 / rank | |||
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Latest revision as of 11:05, 29 December 2024
scientific article; zbMATH DE number 1218180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of conditional variance functions in stochastic regression |
scientific article; zbMATH DE number 1218180 |
Statements
Efficient estimation of conditional variance functions in stochastic regression (English)
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3 November 1998
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absolutely regular
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ARCH
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volatility
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efficient estimator
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heteroscedasticity
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nonlinear time series
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local linear regression
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conditional variance
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