Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (Q1733275)
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scientific article; zbMATH DE number 7040012
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| English | Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors |
scientific article; zbMATH DE number 7040012 |
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Volatility estimation in a nonlinear heteroscedastic functional regression model with martingale difference errors (English)
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21 March 2019
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asymptotic normality
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conditional variance
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empirical likelihood
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ergodic processes
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functional data
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martingale difference
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uniform consistency
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0.7827141284942627
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0.7734980583190918
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0.7698444128036499
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0.7669988870620728
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0.7651947140693665
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