Nonparametric covariance model (Q3405580)
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scientific article; zbMATH DE number 5668416
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Nonparametric covariance model |
scientific article; zbMATH DE number 5668416 |
Statements
10 February 2010
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conditional variance
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heteroscedasticity
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kernel regression
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nonparametric covariance model
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volatility
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0.8207412362098694
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0.820131778717041
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0.8119816184043884
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0.8077035546302795
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