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scientific article; zbMATH DE number 6471962
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    scientific article; zbMATH DE number 6471962

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      10 August 2015
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      autoregressive process
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      bandwidth
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      heteroscedasticity
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      integrated squared error
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      local linear and local maximum likelihood estimator
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      difference-based estimator
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      geometric moment contraction
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      variance function
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      volatility
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