Nonparametric estimation of the conditional variance function with correlated errors (Q3426257)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of the conditional variance function with correlated errors |
scientific article |
Statements
Nonparametric estimation of the conditional variance function with correlated errors (English)
0 references
8 March 2007
0 references
autoregressive process
0 references
heteroscedasticity
0 references
local polynomials
0 references
0 references
0 references
0 references
