Local M-estimation for Conditional Variance in Heteroscedastic Regression Models (Q5249173)

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scientific article; zbMATH DE number 6432390
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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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