Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173)
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scientific article; zbMATH DE number 6432390
Language | Label | Description | Also known as |
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English | Local M-estimation for Conditional Variance in Heteroscedastic Regression Models |
scientific article; zbMATH DE number 6432390 |
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Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (English)
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29 April 2015
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conditional variance function
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local M-estimator
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local linear regression
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nonlinear time series
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