A wavelet-based nonparametric estimator of the variance function
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Publication:1578938
DOI10.1023/A:1008695011608zbMath0966.62026MaRDI QIDQ1578938
Publication date: 4 January 2001
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1008695011608
62G08: Nonparametric regression and quantile regression
42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems
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