Nonparametric variance function estimation with missing data (Q962208)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Nonparametric variance function estimation with missing data |
scientific article |
Statements
Nonparametric variance function estimation with missing data (English)
0 references
6 April 2010
0 references
volatility
0 references
local polynomial regression
0 references
missing response
0 references
correlated errors
0 references
0 references
0 references
0 references