Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (Q3161675)

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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
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    Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models (English)
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    15 October 2010
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    adaptive pointwise estimation
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    autoregressive models
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    conditional hetero-scedasticity models
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    local time-homogeneity
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