Quasi-likelihood estimation of the single index conditional variance model (Q1796931)

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scientific article; zbMATH DE number 6957704
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    Quasi-likelihood estimation of the single index conditional variance model
    scientific article; zbMATH DE number 6957704

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      Quasi-likelihood estimation of the single index conditional variance model (English)
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      17 October 2018
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      conditional variance
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      single index model
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      heteroscedasticity
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      quasi-likelihood
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