Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (Q476245)
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English | Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval |
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Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval (English)
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28 November 2014
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conditional heteroscedasticity
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functional central limit theorem
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nonparametric regression
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self-normalization
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time series
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