Functional‐coefficient regression models with GARCH errors (Q5094258)
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scientific article; zbMATH DE number 7566510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Functional‐coefficient regression models with GARCH errors |
scientific article; zbMATH DE number 7566510 |
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Functional‐coefficient regression models with GARCH errors (English)
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2 August 2022
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functional coefficients
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GARCH errors
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local linear smoothing
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QMLE
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