Optimal variance estimation based on lagged second-order difference in nonparametric regression (Q2403403)
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scientific article; zbMATH DE number 6773236
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| English | Optimal variance estimation based on lagged second-order difference in nonparametric regression |
scientific article; zbMATH DE number 6773236 |
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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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0.8738172054290771
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0.87070232629776
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0.8505309820175171
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0.8355351686477661
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0.8355351686477661
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