Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (Q3021193)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors |
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Asymptotic normality of variance estimator in a heteroscedastic model with dependent errors (English)
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22 July 2011
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heteroscedastic regression model
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asymptotic normality
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Berry-Esseen-type bound
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\(\alpha \)-mixing
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