Efficient estimation of conditional variance functions in stochastic regression (Q4216694): Difference between revisions
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Revision as of 14:47, 5 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)
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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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