Publication:3405580
From MaRDI portal
zbMath1180.62065MaRDI QIDQ3405580
Jianxing Yin, Hansheng Wang, Zhi Geng, Run-Ze Li
Publication date: 10 February 2010
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J20N1/J20N120/J20N120.html
kernel regression; heteroscedasticity; volatility; conditional variance; nonparametric covariance model
62G08: Nonparametric regression and quantile regression
62G07: Density estimation
62G20: Asymptotic properties of nonparametric inference