Conditional variance estimation in heteroscedastic regression models (Q958779): Difference between revisions

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+Asymptotic behaviour of the sample autocovariance and autocorrelation function of the \(AR(1)\) process with \(\text{ARCH}(1)\) errors
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+The tail of the stationary distribution of an autoregressive process with \(\text{ARCH}(1)\) errors
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+Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors
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+Reducing variance in univariate smoothing
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Q3125064
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+Normal rank
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+Efficient estimation of conditional variance functions in stochastic regression
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+Estimation and Testing Stationarity for Double-Autoregressive Models
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+Q2709279
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+Q3739955
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+Least absolute deviations estimation for ARCH and GARCH models
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+An Effective Bandwidth Selector for Local Least Squares Regression
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+Q4507915
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+Likelihood-Based Local Linear Estimation of the Conditional Variance Function
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