Adaptive nonparametric regression with conditional heteroskedasticity
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Cites work
- A Semiparametric Maximum Likelihood Estimator
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Bootstrap confidence bands for regression curves and their derivatives
- Efficient estimation of conditional variance functions in stochastic regression
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- Local linear regression smoothers and their minimax efficiencies
- Local Maximum Likelihood Estimation and Inference
- MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
- Multivariate regression estimation: Local polynomial fitting for time series
- Non-parametric estimation of the residual distribution
- On adaptive estimation
- On adaptive estimation in stationary ARMA processes
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Cited in
(23)- On estimating the nonparametric multiplicative error models
- An adaptive estimation for covariate-adjusted nonparametric regression model
- Adaptive regression with Brownian path covariate
- Adaptive estimation in multivariate response regression with hidden variables
- Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
- Regression function estimation on non compact support in an heteroscesdastic model
- Nonparametric multiplicative heteroscedasticity in multi-dimensional regression
- Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
- Adaptive likelihood estimator of conditional variance function
- A nonparametric regression estimator that adapts to error distribution of unknown form
- Local Polynomial Variance-Function Estimation
- Unconditional pseudo-maximum likelihood and adaptive estimation in the presence of conditional heterogeneity of unknown form
- Adaptive Estimation of the Integral of Squared Regression Derivatives
- scientific article; zbMATH DE number 947421 (Why is no real title available?)
- Adaptive estimation in a heteroscedastic nonparametric regression
- Adaptive estimation for varying coefficient models with nonstationary covariates
- Adaptive nonparametric regression on finite support
- Likelihood-Based Local Linear Estimation of the Conditional Variance Function
- Nonparametric regression with adaptive truncation via a convex hierarchical penalty
- Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets
- Universal kernel-type estimators for conditional variance in heteroscedastic models of nonparametric regression
- On conditional variance estimation in nonparametric regression
- Adaptive variance function estimation in heteroscedastic nonparametric regression
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