Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590): Difference between revisions
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scientific article
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English | Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity |
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (English)
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19 December 2019
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efficiency
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heteroskedasticity
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local polynomial estimation
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nonparametric regression
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