Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403)
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English | Optimal variance estimation based on lagged second-order difference in nonparametric regression |
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Optimal variance estimation based on lagged second-order difference in nonparametric regression (English)
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8 September 2017
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least squares
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nonparametric variance estimation
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optimal differenced estimator
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