Adaptive likelihood estimator of conditional variance function (Q2811272)

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Adaptive likelihood estimator of conditional variance function
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    title
    Adaptive likelihood estimator of conditional variance function (English)
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    publication date
    10 June 2016
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    Mathematics Subject Classification ID
    62G05
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    62G08
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    62G20
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    zbMATH DE Number
    6591740
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    zbMATH Keywords
    likelihood function
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    nonparametric conditional variance
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    adaptive estimate
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    kernel smoothing
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