Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164)
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English | Density estimation for nonlinear parametric models with conditional heteroscedasticity |
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Density estimation for nonlinear parametric models with conditional heteroscedasticity (English)
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25 July 2016
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Bahadur representation
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conditional heteroscedasticity
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density estimation
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Fisher information
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nonlinear time series
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nonparametric kernel density
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stationary density
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stochastic regression
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