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

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scientific article; zbMATH DE number 5066760
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    Confidence intervals of variance functions in generalized linear model
    scientific article; zbMATH DE number 5066760

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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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