Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (Q2280590)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity |
scientific article |
Statements
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity (English)
0 references
19 December 2019
0 references
efficiency
0 references
heteroskedasticity
0 references
local polynomial estimation
0 references
nonparametric regression
0 references
