Adaptive likelihood estimator of conditional variance function
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Publication:2811272
DOI10.1080/10485252.2015.1122189zbMath1338.62072OpenAlexW2280183281MaRDI QIDQ2811272
Publication date: 10 June 2016
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2015.1122189
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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Semi- and nonparametric ARCH processes ⋮ Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
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