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scientific article; zbMATH DE number 6471962
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| English | No label defined |
scientific article; zbMATH DE number 6471962 |
Statements
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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0.86211383
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0.85598874
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0.85029835
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