Pages that link to "Item:Q4807321"
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The following pages link to NONPARAMETRIC ESTIMATION OF VOLATILITY FUNCTIONS: THE LOCAL EXPONENTIAL ESTIMATOR (Q4807321):
Displaying 19 items.
- Quantile inference for heteroscedastic regression models (Q630938) (← links)
- Tests for the equality of conditional variance functions in nonparametric regression (Q887246) (← links)
- Nonparametric variance function estimation with missing data (Q962208) (← links)
- Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275) (← links)
- Quasi-likelihood estimation of the single index conditional variance model (Q1796931) (← links)
- Estimating deterministically time-varying variances in regression models (Q1934157) (← links)
- Nonparametric estimation of volatility and its parametric analogs (Q1992278) (← links)
- Estimation of a varying coefficient, fixed-effects Cobb-Douglas production function in levels (Q2127305) (← links)
- How to measure the impact of environmental factors in a nonparametric production model (Q2253400) (← links)
- Adaptive likelihood estimator of conditional variance function (Q2811272) (← links)
- Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class (Q3019823) (← links)
- Unstable volatility: the break-preserving local linear estimator (Q3145404) (← links)
- Nonparametric estimation of the conditional variance function with correlated errors (Q3426257) (← links)
- A Local Linear Least-Absolute-Deviations Estimator of Volatility (Q3543700) (← links)
- REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS (Q3557551) (← links)
- (Q5101698) (← links)
- Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173) (← links)
- Oracally Efficient Global Inference for Variance Function in Nonparametric Regression With Missing Covariates (Q6039874) (← links)
- On nonparametric estimation of a nonparametric autoregressive conditionally heteroscedastic process (Q6045963) (← links)
