Density estimation for nonlinear parametric models with conditional heteroscedasticity (Q2630164)

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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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