Efficient estimation of conditional variance functions in stochastic regression (Q4216694): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
(One intermediate revision by one other user not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2035196103 / rank | |||
Normal rank |
Latest revision as of 19:54, 19 March 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)
0 references
3 November 1998
0 references
absolutely regular
0 references
ARCH
0 references
volatility
0 references
efficient estimator
0 references
heteroscedasticity
0 references
nonlinear time series
0 references
local linear regression
0 references
conditional variance
0 references