Nonparametric estimation of the conditional variance function with correlated errors (Q3426257)
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scientific article; zbMATH DE number 5132209
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| English | Nonparametric estimation of the conditional variance function with correlated errors |
scientific article; zbMATH DE number 5132209 |
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Nonparametric estimation of the conditional variance function with correlated errors (English)
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8 March 2007
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autoregressive process
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heteroscedasticity
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local polynomials
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0.8544892072677612
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0.8344022631645203
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0.8268332481384277
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0.8210291266441345
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0.8199112415313721
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