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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    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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