Adaptive likelihood estimator of conditional variance function

DOI10.1080/10485252.2015.1122189zbMath1338.62072MaRDI QIDQ2811272

Panagiotis Avramidis

Publication date: 10 June 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2015.1122189

zbMATH Keywords

kernel smoothing; likelihood function; adaptive estimate; nonparametric conditional variance

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G20: Asymptotic properties of nonparametric inference

62G05: Nonparametric estimation

Related Items

Semi- and nonparametric ARCH processes, Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity

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