Efficient estimation of conditional variance functions in stochastic regression (Q4216694): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q586406 |
Changed an Item |
||
| Property / author | |||
| Property / author: Jianqing Fan / rank | |||
Normal rank | |||
Revision as of 01:01, 20 February 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
