Publication:5500928
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zbMath1318.93086MaRDI QIDQ5500928
Jan Mielniczuk, Piotr Borkowski
Publication date: 10 August 2015
bandwidth; heteroscedasticity; variance function; volatility; difference-based estimator; autoregressive process; integrated squared error; geometric moment contraction; local linear and local maximum likelihood estimator
93E10: Estimation and detection in stochastic control theory
93C57: Sampled-data control/observation systems
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