Confidence intervals of variance functions in generalized linear model (Q2431957)

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Confidence intervals of variance functions in generalized linear model
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    Confidence intervals of variance functions in generalized linear model (English)
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    24 October 2006
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    nonlinear time series model
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    conditional heteroscedastic variance
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    local polynomial fitting
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    \(\alpha\)-mixing
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    simulations
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    variance functions
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